-2.5%
SLB vs SHEL
+200.8%
-203.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.3% | -3.2% |
| 7D | +0.4% | +1.9% | -1.5% | -1.5% |
| 30D | +13.6% | +8.7% | +4.9% | +4.6% |
| 3M | +1.5% | +11.0% | -9.5% | -8.7% |
| 6M | +23.0% | +14.6% | +8.5% | +6.3% |
| YTD | +51.2% | +33.3% | +17.9% | +11.8% |
| 1Y | +63.5% | +37.9% | +25.6% | +17.0% |
| 3Y | +2.5% | +69.7% | -67.2% | -39.8% |
| 5Y | +139.2% | +190.2% | -51.0% | -15.4% |
| All | -2.5% | +200.8% | -203.3% | -63.0% |
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