+69.7%
SHEL vs XRT
+42.5%
+27.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.7% | +2.9% |
| 7D | +1.9% | -0.3% | +2.2% | +2.0% |
| 30D | +8.7% | -5.6% | +14.3% | +9.6% |
| 3M | +11.0% | +2.5% | +8.4% | +10.1% |
| 6M | +14.6% | +3.7% | +10.9% | +13.2% |
| YTD | +33.3% | +1.0% | +32.3% | +32.4% |
| 1Y | +37.9% | -1.2% | +39.1% | +37.5% |
| 3Y | +69.7% | +43.4% | +26.4% | +50.7% |
| All | +69.7% | +42.5% | +27.3% | +50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling