-11.0%
SHOP vs SHEL
+38.4%
-49.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | 0.0% |
| 7D | -13.2% | +3.9% | -17.1% | -11.8% |
| 30D | -17.0% | +7.0% | -24.0% | -14.7% |
| 3M | +17.0% | +12.5% | +4.5% | +22.3% |
| 6M | -2.1% | +14.8% | -16.9% | +1.3% |
| YTD | -21.4% | +34.2% | -55.5% | -20.6% |
| 1Y | -11.0% | +37.0% | -48.0% | -9.5% |
| All | -11.0% | +38.4% | -49.4% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling