+19.0%
SPGI vs SHEL
+70.3%
-51.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.5% | -5.8% | -3.6% |
| 7D | -2.5% | +1.9% | -4.4% | -2.8% |
| 30D | +5.4% | +8.7% | -3.2% | +4.1% |
| 3M | +9.0% | +11.0% | -1.9% | +7.2% |
| 6M | +0.8% | +14.6% | -13.8% | -1.7% |
| YTD | -12.6% | +33.3% | -45.8% | -17.7% |
| 1Y | -16.1% | +37.9% | -54.0% | -22.0% |
| 3Y | +19.0% | +69.7% | -50.8% | +1.2% |
| All | +19.0% | +70.3% | -51.3% | +1.2% |
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