+182.0%
SLV vs SHEL
+218.8%
-36.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.5% |
| 7D | -3.9% | -1.6% | -2.3% | -3.5% |
| 30D | -15.6% | -4.3% | -11.3% | -14.9% |
| 3M | -23.6% | +10.4% | -34.0% | -25.7% |
| 6M | -42.6% | +17.5% | -60.1% | -45.2% |
| YTD | -30.0% | +37.8% | -67.8% | -35.7% |
| 1Y | -6.6% | +33.8% | -40.4% | -13.6% |
| 3Y | +121.8% | +69.1% | +52.7% | +94.0% |
| 5Y | +92.7% | +165.7% | -73.0% | +51.6% |
| All | +182.0% | +218.8% | -36.8% | +99.7% |
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 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