+958.5%
SLB vs SHEL
+2,460.3%
-1,501.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.2% |
| 7D | +0.8% | +2.2% | -1.4% | -0.4% |
| 30D | +15.8% | +6.8% | +9.0% | +11.8% |
| 3M | -0.3% | +8.1% | -8.5% | -4.5% |
| 6M | +21.3% | +14.4% | +6.9% | +12.3% |
| YTD | +52.3% | +30.0% | +22.3% | +31.4% |
| 1Y | +63.6% | +33.3% | +30.3% | +39.4% |
| 3Y | +3.8% | +66.4% | -62.7% | -20.3% |
| 5Y | +128.6% | +178.6% | -49.9% | +38.5% |
| 10Y | -3.1% | +198.4% | -201.5% | -39.8% |
| All | +958.5% | +2,460.3% | -1,501.8% | +437.5% |
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