+210.0%
SHEL vs XEL
+151.6%
+58.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +4.1% | -0.3% | +4.4% | +4.2% |
| 30D | +8.4% | -3.9% | +12.3% | +9.6% |
| 3M | +13.7% | -2.8% | +16.5% | +14.4% |
| 6M | +12.7% | -5.4% | +18.1% | +14.0% |
| YTD | +35.3% | +3.8% | +31.6% | +33.2% |
| 1Y | +39.4% | +6.8% | +32.5% | +35.9% |
| 3Y | +71.5% | +45.6% | +25.9% | +50.8% |
| 5Y | +195.0% | +30.7% | +164.3% | +165.1% |
| All | +210.0% | +151.6% | +58.4% | +167.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 10y: compounded portfolio wealth divided by compounded XEL 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…
10y analysis · Full analysis span regression · 6 months rolling