+327.2%
SMH vs SHEL
+191.1%
+136.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | +1.2% |
| 7D | +0.3% | +4.1% | -3.8% | -1.1% |
| 30D | -2.8% | +8.4% | -11.2% | -5.4% |
| 3M | -6.7% | +13.7% | -20.4% | -10.9% |
| 6M | +41.8% | +12.7% | +29.1% | +35.1% |
| YTD | +57.9% | +35.3% | +22.6% | +39.8% |
| 1Y | +87.6% | +39.4% | +48.3% | +64.1% |
| 3Y | +282.9% | +71.5% | +211.5% | +208.8% |
| All | +327.2% | +191.1% | +136.1% | +193.6% |
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