+2,502.1%
SOXX vs SHEL
+471.1%
+2,031.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.9% |
| 7D | +3.0% | +3.9% | -0.9% | +1.1% |
| 30D | -3.1% | +7.0% | -10.1% | -6.4% |
| 3M | -4.4% | +12.5% | -16.9% | -10.6% |
| 6M | +52.9% | +14.8% | +38.1% | +40.7% |
| YTD | +72.0% | +34.2% | +37.8% | +45.6% |
| 1Y | +105.1% | +37.0% | +68.1% | +71.6% |
| 3Y | +220.6% | +70.9% | +149.7% | +137.5% |
| 5Y | +244.8% | +192.5% | +52.3% | +86.0% |
| 10Y | +1,537.1% | +208.5% | +1,328.7% | +664.8% |
| All | +2,502.1% | +471.1% | +2,031.0% | +562.7% |
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