-15.7%
SHOP vs SHEL
+192.5%
-208.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.3% | -5.7% | -5.5% |
| 7D | -10.6% | +3.0% | -13.6% | -11.4% |
| 30D | -18.3% | +7.2% | -25.5% | -20.0% |
| 3M | +14.8% | +12.9% | +1.9% | +10.1% |
| 6M | -5.0% | +13.7% | -18.7% | -9.7% |
| YTD | -21.2% | +33.7% | -54.9% | -29.9% |
| 1Y | -11.6% | +37.9% | -49.5% | -22.4% |
| 3Y | +101.2% | +70.2% | +31.0% | +62.9% |
| 5Y | -15.7% | +192.3% | -208.0% | -39.6% |
| All | -15.7% | +192.5% | -208.2% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling