+540.8%
SHEL vs XPO
+10,152.6%
-9,611.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +2.7% |
| 7D | +1.9% | +2.7% | -0.7% | +1.6% |
| 30D | +8.7% | -6.2% | +14.8% | +9.3% |
| 3M | +11.0% | -15.4% | +26.4% | +12.8% |
| 6M | +14.6% | +0.7% | +13.8% | +13.9% |
| YTD | +33.3% | +39.8% | -6.6% | +27.4% |
| 1Y | +37.9% | +43.3% | -5.4% | +31.0% |
| 3Y | +69.7% | +166.0% | -96.3% | +47.3% |
| 5Y | +190.2% | +274.2% | -84.0% | +136.5% |
| 10Y | +197.0% | +1,429.0% | -1,232.0% | +109.9% |
| All | +540.8% | +10,152.6% | -9,611.8% | +305.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling