+69.7%
SHEL vs XLB
+34.9%
+34.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.9% |
| 7D | +1.9% | -0.2% | +2.2% | +2.0% |
| 30D | +8.7% | -1.7% | +10.4% | +9.4% |
| 3M | +11.0% | +4.4% | +6.6% | +8.3% |
| 6M | +14.6% | +5.0% | +9.5% | +11.0% |
| YTD | +33.3% | +15.5% | +17.8% | +22.8% |
| 1Y | +37.9% | +14.9% | +22.9% | +27.2% |
| 3Y | +69.7% | +34.5% | +35.2% | +43.7% |
| All | +69.7% | +34.9% | +34.8% | +43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling