+636.7%
SHEL vs XLB
+823.1%
-186.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.5% |
| 7D | +0.8% | +0.5% | +0.2% | +0.4% |
| 30D | -3.6% | +5.2% | -8.7% | -7.2% |
| 3M | +12.0% | +0.3% | +11.7% | +11.3% |
| 6M | +19.7% | +1.2% | +18.5% | +17.3% |
| YTD | +39.6% | +16.6% | +23.0% | +22.9% |
| 1Y | +36.4% | +21.4% | +15.0% | +16.5% |
| 3Y | +70.2% | +43.2% | +27.0% | +27.2% |
| 5Y | +169.2% | +28.0% | +141.2% | +115.3% |
| 10Y | +217.1% | +164.8% | +52.3% | +53.7% |
| All | +636.7% | +823.1% | -186.4% | +66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling