+296.4%
SPGI vs SHEL
+201.7%
+94.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.8% | -2.6% |
| 7D | -3.1% | +3.0% | -6.1% | -3.9% |
| 30D | +2.0% | +7.2% | -5.2% | 0.0% |
| 3M | +4.3% | +12.9% | -8.6% | +0.6% |
| 6M | -0.2% | +13.7% | -13.9% | -4.3% |
| YTD | -14.8% | +33.7% | -48.5% | -22.3% |
| 1Y | -18.5% | +37.9% | -56.4% | -26.5% |
| 3Y | +16.0% | +70.2% | -54.3% | -2.6% |
| 5Y | +2.2% | +192.3% | -190.1% | -29.4% |
| 10Y | +296.4% | +207.3% | +89.1% | +163.1% |
| All | +296.4% | +201.7% | +94.7% | +163.1% |
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