+192.5%
SHEL vs XPO
+257.8%
-65.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | +3.9% | -1.3% | +5.3% | +4.0% |
| 30D | +7.0% | -10.4% | +17.3% | +8.0% |
| 3M | +12.5% | -15.7% | +28.2% | +14.2% |
| 6M | +14.8% | -6.3% | +21.1% | +15.0% |
| YTD | +34.2% | +34.2% | 0.0% | +28.7% |
| 1Y | +37.0% | +39.9% | -3.0% | +30.3% |
| 3Y | +70.9% | +155.2% | -84.4% | +47.6% |
| 5Y | +192.5% | +264.7% | -72.1% | +131.1% |
| All | +192.5% | +257.8% | -65.2% | +131.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling