+43.3%
SHEL vs XME
+5.2%
+38.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.2% |
| 7D | -3.2% | -5.5% | +2.3% | -3.0% |
| 30D | +5.5% | -11.1% | +16.6% | +6.1% |
| 3M | +14.4% | -11.1% | +25.5% | +14.8% |
| 6M | +16.2% | -18.0% | +34.2% | +17.8% |
| YTD | +42.4% | -7.4% | +49.8% | +41.7% |
| 1Y | +43.3% | +6.7% | +36.6% | +39.4% |
| All | +43.3% | +5.2% | +38.1% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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