+10.5%
SHEL vs XE
-50.4%
+60.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.7% | +6.6% | +0.5% |
| 7D | +4.1% | -15.7% | +19.8% | +3.2% |
| 30D | +8.4% | -26.6% | +35.0% | +6.6% |
| 3M | +13.7% | -20.3% | +34.0% | +13.0% |
| All | +10.5% | -50.4% | +60.9% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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 · Available span rolling