+343.3%
SPGI vs SHEL
+223.0%
+120.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.7% |
| 7D | +1.2% | +0.8% | +0.4% | +1.0% |
| 30D | +15.9% | -3.6% | +19.5% | +17.0% |
| 3M | +12.3% | +12.0% | +0.3% | +8.6% |
| 6M | +23.7% | +19.7% | +4.0% | +17.1% |
| YTD | -3.5% | +39.6% | -43.2% | -13.2% |
| 1Y | +0.4% | +36.4% | -36.0% | -9.0% |
| 3Y | +29.9% | +70.2% | -40.3% | +9.1% |
| 5Y | +15.2% | +169.2% | -154.0% | -17.9% |
| All | +343.3% | +223.0% | +120.3% | +198.5% |
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