+112.8%
SHOP vs SHEL
+70.3%
+42.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +2.5% | -10.1% | -8.1% |
| 7D | -4.1% | +1.9% | -6.0% | -4.5% |
| 30D | -11.5% | +8.7% | -20.2% | -13.3% |
| 3M | +21.1% | +11.0% | +10.1% | +17.4% |
| 6M | +3.0% | +14.6% | -11.6% | -2.5% |
| YTD | -16.7% | +33.3% | -50.0% | -27.4% |
| 1Y | -8.3% | +37.9% | -46.2% | -21.8% |
| 3Y | +112.8% | +69.7% | +43.1% | +55.5% |
| All | +112.8% | +70.3% | +42.5% | +55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling