+192.3%
SHEL vs Z
-65.8%
+258.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.3% |
| 7D | +3.0% | -7.1% | +10.1% | +3.4% |
| 30D | +7.2% | -4.8% | +12.0% | +7.4% |
| 3M | +12.9% | -9.3% | +22.2% | +13.2% |
| 6M | +13.7% | -29.0% | +42.7% | +15.4% |
| YTD | +33.7% | -52.9% | +86.6% | +39.0% |
| 1Y | +37.9% | -63.1% | +101.0% | +45.7% |
| 3Y | +70.2% | -36.9% | +107.1% | +71.7% |
| 5Y | +192.3% | -65.5% | +257.8% | +186.7% |
| All | +192.3% | -65.8% | +258.1% | +186.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling