+2,993.7%
SHOP vs SHEL
+214.0%
+2,779.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.5% |
| 7D | -11.2% | +4.1% | -15.3% | -12.2% |
| 30D | -14.4% | +8.4% | -22.8% | -16.2% |
| 3M | +16.6% | +13.7% | +2.9% | +12.1% |
| 6M | -0.6% | +12.7% | -13.3% | -4.5% |
| YTD | -20.0% | +35.3% | -55.3% | -27.3% |
| 1Y | -11.2% | +39.4% | -50.6% | -20.1% |
| 3Y | +99.5% | +71.5% | +28.0% | +69.3% |
| 5Y | -13.2% | +195.0% | -208.2% | -36.1% |
| All | +2,993.7% | +214.0% | +2,779.7% | +2,266.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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