+192.5%
SHEL vs SPXU
-85.5%
+278.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.5% | +0.7% |
| 7D | +3.9% | +6.4% | -2.4% | +5.0% |
| 30D | +7.0% | +5.9% | +1.0% | +8.0% |
| 3M | +12.5% | -11.7% | +24.2% | +10.3% |
| 6M | +14.8% | -28.7% | +43.5% | +8.7% |
| YTD | +34.2% | -26.4% | +60.5% | +28.1% |
| 1Y | +37.0% | -35.2% | +72.2% | +28.2% |
| 3Y | +70.9% | -79.8% | +150.7% | +34.3% |
| 5Y | +192.5% | -86.1% | +278.6% | +129.7% |
| All | +192.5% | -85.5% | +278.1% | +129.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SPXU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling