+585.6%
SHEL vs XLB
+822.6%
-237.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.9% |
| 7D | +2.2% | -1.4% | +3.6% | +3.2% |
| 30D | +6.8% | -0.4% | +7.2% | +7.0% |
| 3M | +8.1% | +2.0% | +6.1% | +5.8% |
| 6M | +14.4% | +1.8% | +12.6% | +11.4% |
| YTD | +30.0% | +16.6% | +13.4% | +14.7% |
| 1Y | +33.3% | +16.9% | +16.4% | +17.0% |
| 3Y | +66.4% | +32.6% | +33.9% | +31.8% |
| 5Y | +178.6% | +35.6% | +142.9% | +113.9% |
| 10Y | +198.4% | +160.0% | +38.4% | +46.8% |
| All | +585.6% | +822.6% | -237.0% | +55.0% |
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