+13,845.6%
SPGI vs SHEL
+2,460.3%
+11,385.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.2% | -1.7% |
| 7D | +0.1% | +2.2% | -2.1% | -0.4% |
| 30D | +8.4% | +6.8% | +1.6% | +6.7% |
| 3M | +11.8% | +8.1% | +3.7% | +9.5% |
| 6M | +5.7% | +14.4% | -8.7% | +1.9% |
| YTD | -9.7% | +30.0% | -39.6% | -15.8% |
| 1Y | -12.5% | +33.3% | -45.8% | -19.0% |
| 3Y | +21.8% | +66.4% | -44.6% | +6.2% |
| 5Y | +8.2% | +178.6% | -170.4% | -18.4% |
| 10Y | +309.5% | +198.4% | +111.1% | +190.9% |
| All | +13,845.6% | +2,460.3% | +11,385.4% | +8,875.2% |
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 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