+8,434.7%
SHOP vs SHEL
+164.0%
+8,270.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | -5.1% | +2.2% | -7.4% | -5.8% |
| 30D | +0.6% | +6.8% | -6.3% | -1.5% |
| 3M | +25.0% | +8.1% | +16.9% | +21.4% |
| 6M | +11.9% | +14.4% | -2.5% | +6.1% |
| YTD | -9.9% | +30.0% | -39.8% | -18.3% |
| 1Y | 0.0% | +33.3% | -33.4% | -10.2% |
| 3Y | +117.5% | +66.4% | +51.0% | +81.7% |
| 5Y | -6.6% | +178.6% | -185.2% | -34.2% |
| 10Y | +3,320.3% | +198.4% | +3,121.9% | +2,057.3% |
| All | +8,434.7% | +164.0% | +8,270.8% | +6,527.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling