+226.8%
SOXX vs SHEL
+70.5%
+156.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.0% | +1.6% |
| 7D | +1.4% | +4.1% | -2.7% | 0.0% |
| 30D | -3.6% | +8.4% | -12.0% | -6.3% |
| 3M | -10.2% | +13.7% | -23.9% | -14.4% |
| 6M | +54.2% | +12.7% | +41.5% | +46.5% |
| YTD | +75.2% | +35.3% | +39.9% | +50.6% |
| 1Y | +107.5% | +39.4% | +68.1% | +75.2% |
| 3Y | +226.8% | +71.5% | +155.3% | +152.2% |
| All | +226.8% | +70.5% | +156.3% | +152.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling