+37.0%
SHEL vs XRT
-2.3%
+39.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.3% |
| 7D | +3.9% | -3.6% | +7.5% | +3.5% |
| 30D | +7.0% | -6.7% | +13.7% | +6.2% |
| 3M | +12.5% | -1.4% | +13.9% | +12.1% |
| 6M | +14.8% | +1.7% | +13.1% | +14.4% |
| YTD | +34.2% | -1.5% | +35.6% | +34.3% |
| 1Y | +37.0% | -2.5% | +39.5% | +36.0% |
| All | +37.0% | -2.3% | +39.3% | +36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling