+71.5%
SHEL vs VSXY
+352.7%
-281.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.2% | +0.8% |
| 7D | +4.1% | +0.1% | +4.0% | +4.1% |
| 30D | +8.4% | -18.7% | +27.1% | +8.7% |
| 3M | +13.7% | -4.0% | +17.7% | +13.7% |
| 6M | +12.7% | +67.5% | -54.8% | +10.9% |
| YTD | +35.3% | +39.7% | -4.3% | +33.5% |
| 1Y | +39.4% | +180.0% | -140.6% | +33.2% |
| 3Y | +71.5% | +337.3% | -265.8% | +54.9% |
| All | +71.5% | +352.7% | -281.3% | +54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling