+38.5%
SLB vs SHEL
+33.4%
+5.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.1% |
| 7D | -4.3% | -6.7% | +2.4% | -0.7% |
| 30D | +1.9% | -2.9% | +4.8% | +3.6% |
| 3M | -5.7% | +9.1% | -14.8% | -9.8% |
| 6M | -5.3% | +17.9% | -23.3% | -12.9% |
| YTD | +32.2% | +36.0% | -3.9% | +9.1% |
| 1Y | +38.5% | +31.8% | +6.7% | +17.7% |
| All | +38.5% | +33.4% | +5.1% | +17.7% |
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