+1,817.6%
SMH vs SHEL
+214.0%
+1,603.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | +1.2% |
| 7D | +0.3% | +4.1% | -3.8% | -1.2% |
| 30D | -2.8% | +8.4% | -11.2% | -5.8% |
| 3M | -6.7% | +13.7% | -20.4% | -11.6% |
| 6M | +41.8% | +12.7% | +29.1% | +34.2% |
| YTD | +57.9% | +35.3% | +22.6% | +38.6% |
| 1Y | +87.6% | +39.4% | +48.3% | +62.6% |
| 3Y | +282.9% | +71.5% | +211.5% | +204.1% |
| 5Y | +330.4% | +195.0% | +135.4% | +169.7% |
| All | +1,817.6% | +214.0% | +1,603.6% | +1,159.1% |
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 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