+37.0%
SHEL vs SPY
+17.2%
+19.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.4% |
| 7D | +3.9% | -2.0% | +5.9% | +3.9% |
| 30D | +7.0% | -1.7% | +8.6% | +6.9% |
| 3M | +12.5% | +4.7% | +7.8% | +11.9% |
| 6M | +14.8% | +12.5% | +2.3% | +13.1% |
| YTD | +34.2% | +11.7% | +22.5% | +32.7% |
| 1Y | +37.0% | +17.5% | +19.5% | +38.4% |
| All | +37.0% | +17.2% | +19.8% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling