+43.3%
SHEL vs XLB
+29.8%
+13.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.7% | -2.5% |
| 7D | -3.2% | +3.9% | -7.1% | -3.6% |
| 30D | +5.5% | +8.9% | -3.4% | +4.5% |
| 3M | +14.4% | +4.1% | +10.2% | +13.7% |
| 6M | +16.2% | +7.3% | +8.9% | +14.6% |
| YTD | +42.4% | +20.4% | +22.0% | +36.6% |
| 1Y | +43.3% | +29.5% | +13.7% | +34.0% |
| All | +43.3% | +29.8% | +13.4% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling