+192.3%
SHEL vs XRT
-2.4%
+194.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.6% |
| 7D | +3.0% | -2.4% | +5.4% | +3.5% |
| 30D | +7.2% | -6.9% | +14.2% | +8.7% |
| 3M | +12.9% | -0.4% | +13.3% | +12.7% |
| 6M | +13.7% | +2.2% | +11.5% | +12.6% |
| YTD | +33.7% | -0.7% | +34.4% | +33.1% |
| 1Y | +37.9% | -2.0% | +39.9% | +37.5% |
| 3Y | +70.2% | +41.0% | +29.2% | +54.0% |
| 5Y | +192.3% | -3.3% | +195.6% | +186.4% |
| All | +192.3% | -2.4% | +194.7% | +186.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling