+53.7%
SLV vs SHEL
+38.4%
+15.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.4% | -5.7% | -5.5% |
| 7D | -5.0% | +3.9% | -9.0% | -6.9% |
| 30D | -1.8% | +7.0% | -8.8% | -5.2% |
| 3M | -0.3% | +12.5% | -12.8% | -6.6% |
| 6M | -28.2% | +14.8% | -43.0% | -36.5% |
| YTD | -10.7% | +34.2% | -44.9% | -31.0% |
| 1Y | +53.7% | +37.0% | +16.7% | +18.5% |
| All | +53.7% | +38.4% | +15.3% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling