+8.9%
SHEL vs XE
-36.4%
+45.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.1% | -5.6% | +3.0% |
| 7D | +1.9% | +4.0% | -2.1% | +2.1% |
| 30D | +8.7% | -15.5% | +24.1% | +7.6% |
| 3M | +11.0% | -14.6% | +25.6% | +11.0% |
| All | +8.9% | -36.4% | +45.3% | +7.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling