+216.1%
SHEL vs Z
-19.3%
+235.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.9% |
| 7D | -1.6% | -4.9% | +3.4% | -1.1% |
| 30D | -4.3% | +3.0% | -7.3% | -4.9% |
| 3M | +10.4% | -13.4% | +23.8% | +11.3% |
| 6M | +17.5% | -27.3% | +44.9% | +20.4% |
| YTD | +37.8% | -57.8% | +95.6% | +48.9% |
| 1Y | +33.8% | -60.0% | +93.8% | +45.3% |
| 3Y | +69.1% | -21.5% | +90.6% | +64.9% |
| 5Y | +165.7% | -55.0% | +220.7% | +168.5% |
| All | +216.1% | -19.3% | +235.4% | +144.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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