+301.8%
SHEL vs XME
+242.3%
+59.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +2.2% | -0.1% | +2.3% | +2.2% |
| 30D | +6.8% | +6.0% | +0.9% | +3.4% |
| 3M | +8.1% | -7.7% | +15.8% | +10.7% |
| 6M | +14.4% | +1.0% | +13.5% | +10.6% |
| YTD | +30.0% | +14.6% | +15.3% | +17.3% |
| 1Y | +33.3% | +46.0% | -12.6% | +5.3% |
| 3Y | +66.4% | +127.0% | -60.6% | +2.3% |
| 5Y | +178.6% | +175.8% | +2.8% | +49.7% |
| 10Y | +198.4% | +414.6% | -216.2% | +12.7% |
| All | +301.8% | +242.3% | +59.4% | +43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling