+210.0%
SHEL vs XME
+421.4%
-211.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.3% |
| 7D | +4.1% | -4.2% | +8.3% | +6.3% |
| 30D | +8.4% | -2.7% | +11.1% | +9.4% |
| 3M | +13.7% | -3.9% | +17.6% | +14.5% |
| 6M | +12.7% | -1.0% | +13.7% | +9.8% |
| YTD | +35.3% | +9.8% | +25.5% | +23.6% |
| 1Y | +39.4% | +32.5% | +6.8% | +12.9% |
| 3Y | +71.5% | +124.3% | -52.9% | -1.3% |
| 5Y | +195.0% | +165.8% | +29.2% | +44.4% |
| All | +210.0% | +421.4% | -211.4% | -9.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling