+236.5%
SLV vs SHEL
+294.8%
-58.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -2.9% |
| 7D | +3.7% | -6.7% | +10.3% | +5.9% |
| 30D | -15.2% | -2.9% | -12.2% | -14.6% |
| 3M | -21.8% | +9.1% | -30.8% | -24.3% |
| 6M | -36.3% | +17.9% | -54.3% | -40.1% |
| YTD | -27.8% | +36.0% | -63.9% | -35.2% |
| 1Y | +1.5% | +31.8% | -30.3% | -7.9% |
| 3Y | +128.5% | +66.9% | +61.6% | +91.3% |
| 5Y | +103.2% | +160.6% | -57.3% | +44.2% |
| 10Y | +164.7% | +197.5% | -32.8% | +62.8% |
| All | +236.5% | +294.8% | -58.3% | +41.5% |
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 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