+12.4%
SPGI vs SHEL
+158.7%
-146.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -0.9% | -5.8% | +4.9% | +0.1% |
| 30D | +15.5% | -1.3% | +16.8% | +15.7% |
| 3M | +15.7% | +12.7% | +3.0% | +13.1% |
| 6M | +19.1% | +19.9% | -0.8% | +14.9% |
| YTD | -4.1% | +38.3% | -42.3% | -10.4% |
| 1Y | +1.2% | +35.7% | -34.5% | -5.2% |
| 3Y | +31.6% | +71.7% | -40.1% | +16.1% |
| 5Y | +12.4% | +158.4% | -146.0% | -8.1% |
| All | +12.4% | +158.7% | -146.3% | -8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling