+216.1%
SHEL vs XRT
+135.4%
+80.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.6% | +1.4% |
| 7D | -1.6% | -0.4% | -1.1% | -1.4% |
| 30D | -4.3% | +7.5% | -11.8% | -7.4% |
| 3M | +10.4% | +2.3% | +8.0% | +8.8% |
| 6M | +17.5% | +12.8% | +4.7% | +10.7% |
| YTD | +37.8% | +7.1% | +30.8% | +32.0% |
| 1Y | +33.8% | +12.3% | +21.5% | +25.4% |
| 3Y | +69.1% | +57.0% | +12.1% | +32.6% |
| 5Y | +165.7% | -4.3% | +170.0% | +159.5% |
| All | +216.1% | +135.4% | +80.8% | +48.5% |
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