+331.7%
SHEL vs XME
+170.7%
+161.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +2.1% |
| 7D | +0.8% | +0.3% | +0.5% | +0.5% |
| 30D | -3.6% | -6.1% | +2.5% | -1.2% |
| 3M | +12.0% | -18.6% | +30.7% | +22.0% |
| 6M | +19.7% | -23.9% | +43.6% | +32.5% |
| YTD | +39.6% | -9.3% | +49.0% | +39.7% |
| 1Y | +36.4% | +1.8% | +34.7% | +28.4% |
| 3Y | +70.2% | +93.0% | -22.8% | +11.9% |
| 5Y | +169.2% | +107.0% | +62.2% | +65.3% |
| 10Y | +217.1% | +266.9% | -49.9% | +40.0% |
| All | +331.7% | +170.7% | +161.0% | +70.4% |
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 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