+188.8%
SHEL vs SPYG
+85.2%
+103.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | +4.1% | -0.9% | +5.0% | +4.4% |
| 30D | +8.4% | -1.5% | +9.9% | +8.8% |
| 3M | +13.7% | +3.7% | +10.0% | +12.1% |
| 6M | +12.7% | +16.4% | -3.7% | +6.6% |
| YTD | +35.3% | +13.3% | +22.0% | +29.2% |
| 1Y | +39.4% | +17.9% | +21.5% | +31.1% |
| 3Y | +71.5% | +98.3% | -26.9% | +31.5% |
| All | +188.8% | +85.2% | +103.6% | +120.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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