+175.8%
SLV vs SHEL
+223.0%
-47.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.5% |
| 7D | -5.8% | +0.8% | -6.6% | -6.0% |
| 30D | -12.1% | -3.6% | -8.5% | -11.5% |
| 3M | -24.1% | +12.0% | -36.2% | -26.5% |
| 6M | -44.4% | +19.7% | -64.1% | -47.1% |
| YTD | -31.5% | +39.6% | -71.1% | -37.3% |
| 1Y | -6.9% | +36.4% | -43.4% | -14.3% |
| 3Y | +116.0% | +70.2% | +45.8% | +88.6% |
| 5Y | +88.4% | +169.2% | -80.8% | +47.8% |
| All | +175.8% | +223.0% | -47.2% | +94.6% |
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 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