+220.3%
SHEL vs XRT
+136.4%
+84.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +0.8% | +1.7% | -0.9% | +0.1% |
| 30D | -3.6% | +7.5% | -11.1% | -6.6% |
| 3M | +12.0% | +2.2% | +9.9% | +10.5% |
| 6M | +19.7% | +14.7% | +5.0% | +12.0% |
| YTD | +39.6% | +7.5% | +32.1% | +33.5% |
| 1Y | +36.4% | +14.1% | +22.3% | +27.0% |
| 3Y | +70.2% | +58.8% | +11.4% | +32.8% |
| 5Y | +169.2% | -3.9% | +173.1% | +162.5% |
| All | +220.3% | +136.4% | +84.0% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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