+192.5%
SHEL vs XYZ
-68.7%
+261.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | +3.9% | -5.2% | +9.1% | +4.3% |
| 30D | +7.0% | 0.0% | +7.0% | +6.9% |
| 3M | +12.5% | +18.7% | -6.2% | +10.7% |
| 6M | +14.8% | +20.5% | -5.8% | +12.5% |
| YTD | +34.2% | +21.5% | +12.7% | +31.0% |
| 1Y | +37.0% | +7.2% | +29.8% | +34.9% |
| 3Y | +70.9% | +49.0% | +21.9% | +59.5% |
| 5Y | +192.5% | -68.1% | +260.6% | +187.1% |
| All | +192.5% | -68.7% | +261.3% | +187.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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