+312.0%
SHEL vs XOP
+86.0%
+226.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.9% | +1.6% |
| 7D | +1.9% | +0.6% | +1.3% | +1.6% |
| 30D | +8.7% | +16.5% | -7.9% | -0.1% |
| 3M | +11.0% | +15.7% | -4.7% | +2.4% |
| 6M | +14.6% | +19.2% | -4.6% | +3.5% |
| YTD | +33.3% | +55.0% | -21.7% | +4.4% |
| 1Y | +37.9% | +54.2% | -16.3% | +7.9% |
| 3Y | +69.7% | +35.9% | +33.9% | +39.5% |
| 5Y | +190.2% | +162.4% | +27.7% | +61.0% |
| 10Y | +197.0% | +50.2% | +146.8% | +90.4% |
| All | +312.0% | +86.0% | +226.0% | +81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded XOP 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling