+33.3%
SHEL vs VSXY
+224.6%
-191.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +0.7% |
| 7D | +2.2% | -14.0% | +16.2% | +1.9% |
| 30D | +6.8% | -15.9% | +22.8% | +6.4% |
| 3M | +8.1% | +3.4% | +4.7% | +8.2% |
| 6M | +14.4% | +25.9% | -11.5% | +15.3% |
| YTD | +30.0% | +39.5% | -9.5% | +31.3% |
| 1Y | +33.3% | +194.4% | -161.0% | +32.7% |
| All | +33.3% | +224.6% | -191.2% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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