+333.1%
SLV vs SHEL
+277.3%
+55.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | -0.3% | +2.2% | -2.6% | -1.1% |
| 30D | +6.7% | +6.8% | -0.2% | +4.3% |
| 3M | -10.7% | +8.1% | -18.8% | -13.2% |
| 6M | -20.6% | +14.4% | -35.0% | -24.6% |
| YTD | -7.1% | +30.0% | -37.1% | -15.0% |
| 1Y | +62.0% | +33.3% | +28.7% | +47.0% |
| 3Y | +169.8% | +66.4% | +103.4% | +126.7% |
| 5Y | +161.5% | +178.6% | -17.1% | +81.9% |
| 10Y | +224.4% | +198.4% | +26.0% | +99.1% |
| All | +333.1% | +277.3% | +55.8% | +85.7% |
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 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