+818.4%
SLB vs SHEL
+2,579.2%
-1,760.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.5% |
| 3M | -5.7% | +9.1% | -14.8% | -10.2% |
| 6M | -5.3% | +17.9% | -23.3% | -13.5% |
| YTD | +32.2% | +36.0% | -3.9% | +11.2% |
| 1Y | +38.5% | +31.8% | +6.7% | +18.6% |
| 3Y | +1.1% | +66.9% | -65.7% | -22.6% |
| 5Y | +70.3% | +160.6% | -90.3% | +6.5% |
| 10Y | -17.3% | +197.5% | -214.8% | -48.9% |
| All | +818.4% | +2,579.2% | -1,760.8% | +354.8% |
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