+197.5%
SHEL vs USB
+87.1%
+110.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -6.7% | +1.4% | -8.1% | -7.3% |
| 30D | -2.9% | +6.4% | -9.3% | -5.7% |
| 3M | +9.1% | -4.5% | +13.6% | +11.0% |
| 6M | +17.9% | +11.4% | +6.5% | +11.4% |
| YTD | +36.0% | +17.1% | +18.9% | +24.5% |
| 1Y | +31.8% | +32.6% | -0.8% | +13.6% |
| 3Y | +66.9% | +101.8% | -35.0% | +12.2% |
| 5Y | +160.6% | +25.1% | +135.4% | +117.9% |
| 10Y | +197.5% | +84.9% | +112.7% | +92.6% |
| All | +197.5% | +87.1% | +110.5% | +92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 10y: compounded portfolio wealth divided by compounded USB 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…
10y analysis · Full analysis span regression · 6 months rolling