+210.0%
SHEL vs XPO
+1,516.3%
-1,306.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | +4.1% | -5.7% | +9.8% | +5.3% |
| 30D | +8.4% | -12.8% | +21.2% | +11.2% |
| 3M | +13.7% | -20.0% | +33.7% | +18.5% |
| 6M | +12.7% | -6.0% | +18.7% | +13.0% |
| YTD | +35.3% | +34.0% | +1.3% | +24.9% |
| 1Y | +39.4% | +35.6% | +3.8% | +27.5% |
| 3Y | +71.5% | +152.3% | -80.8% | +29.0% |
| 5Y | +195.0% | +264.4% | -69.3% | +91.8% |
| All | +210.0% | +1,516.3% | -1,306.3% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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