+2.1%
SLB vs SHEL
+65.3%
-63.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.4% |
| 7D | +0.8% | +2.2% | -1.4% | -1.3% |
| 30D | +15.8% | +6.8% | +9.0% | +9.1% |
| 3M | -0.3% | +8.1% | -8.5% | -7.3% |
| 6M | +21.3% | +14.4% | +6.9% | +5.4% |
| YTD | +52.3% | +30.0% | +22.3% | +15.4% |
| 1Y | +63.6% | +33.3% | +30.3% | +20.6% |
| All | +2.1% | +65.3% | -63.2% | -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 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