+210.0%
SHEL vs Z
-2.5%
+212.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | +0.4% |
| 7D | +4.1% | -6.0% | +10.2% | +4.7% |
| 30D | +8.4% | -2.3% | +10.7% | +8.4% |
| 3M | +13.7% | -0.6% | +14.3% | +13.2% |
| 6M | +12.7% | -27.6% | +40.3% | +15.7% |
| YTD | +35.3% | -52.4% | +87.7% | +45.0% |
| 1Y | +39.4% | -63.6% | +103.0% | +53.7% |
| 3Y | +71.5% | -36.4% | +107.8% | +72.8% |
| 5Y | +195.0% | -64.6% | +259.6% | +208.1% |
| All | +210.0% | -2.5% | +212.5% | +139.6% |
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