+358.3%
SHEL vs SPXU
-100.0%
+458.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.9% | +3.1% |
| 7D | +1.9% | -1.5% | +3.4% | +1.5% |
| 30D | +8.7% | +3.7% | +4.9% | +9.8% |
| 3M | +11.0% | -9.6% | +20.5% | +7.9% |
| 6M | +14.6% | -32.4% | +46.9% | +2.3% |
| YTD | +33.3% | -28.7% | +62.0% | +21.4% |
| 1Y | +37.9% | -38.2% | +76.1% | +20.8% |
| 3Y | +69.7% | -80.4% | +150.2% | +11.4% |
| 5Y | +190.2% | -86.0% | +276.2% | +92.7% |
| 10Y | +197.0% | -99.5% | +296.5% | -11.2% |
| All | +358.3% | -100.0% | +458.3% | -54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling