+192.3%
SHEL vs SPY
+81.0%
+111.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +3.0% | -0.4% | +3.4% | +3.2% |
| 30D | +7.2% | -1.4% | +8.6% | +7.9% |
| 3M | +12.9% | +3.7% | +9.2% | +10.5% |
| 6M | +13.7% | +13.0% | +0.7% | +6.1% |
| YTD | +33.7% | +12.4% | +21.3% | +25.1% |
| 1Y | +37.9% | +18.5% | +19.3% | +25.2% |
| 3Y | +70.2% | +77.6% | -7.4% | +21.7% |
| 5Y | +192.3% | +81.7% | +110.6% | +103.0% |
| All | +192.3% | +81.0% | +111.3% | +103.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling