+191.5%
SHEL vs XLB
+36.9%
+154.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +3.1% |
| 7D | +1.9% | -0.2% | +2.2% | +2.0% |
| 30D | +8.7% | -1.7% | +10.4% | +9.6% |
| 3M | +11.0% | +4.4% | +6.6% | +7.7% |
| 6M | +14.6% | +5.0% | +9.5% | +10.3% |
| YTD | +33.3% | +15.5% | +17.8% | +21.1% |
| 1Y | +37.9% | +14.9% | +22.9% | +25.4% |
| 3Y | +69.7% | +34.5% | +35.2% | +38.0% |
| All | +191.5% | +36.9% | +154.5% | +128.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling