+202.4%
SHEL vs VSXY
+37.7%
+164.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +0.4% |
| 7D | +3.0% | -10.7% | +13.7% | +3.5% |
| 30D | +7.2% | -24.3% | +31.5% | +8.4% |
| 3M | +12.9% | +1.0% | +11.9% | +12.6% |
| 6M | +13.7% | +57.4% | -43.7% | +10.3% |
| YTD | +33.7% | +39.8% | -6.1% | +30.0% |
| 1Y | +37.9% | +196.5% | -158.6% | +27.3% |
| 3Y | +70.2% | +357.2% | -287.0% | +46.4% |
| 5Y | +192.3% | +18.9% | +173.4% | +172.3% |
| All | +202.4% | +37.7% | +164.7% | +175.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling