+172.7%
SLV vs SHEL
+192.5%
-19.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.2% |
| 7D | +2.8% | +3.0% | -0.2% | +1.7% |
| 30D | +2.2% | +7.2% | -5.0% | -0.3% |
| 3M | +2.9% | +12.9% | -10.0% | -1.7% |
| 6M | -22.4% | +13.7% | -36.1% | -26.5% |
| YTD | -5.7% | +33.7% | -39.4% | -15.2% |
| 1Y | +63.3% | +37.9% | +25.4% | +45.4% |
| 3Y | +189.0% | +70.2% | +118.8% | +141.4% |
| 5Y | +172.7% | +192.3% | -19.7% | +94.1% |
| All | +172.7% | +192.5% | -19.8% | +94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling