+17.5%
SHEL vs Z
-28.8%
+46.3%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.6% |
| 7D | -1.6% | -4.9% | +3.4% | -1.8% |
| 30D | -4.3% | +3.0% | -7.3% | -3.7% |
| 3M | +10.4% | -13.4% | +23.8% | +9.2% |
| 6M | +17.5% | -27.3% | +44.9% | +17.5% |
| All | +17.5% | -28.8% | +46.3% | +17.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling