+14,631.7%
SPGI vs SHEL
+2,614.8%
+12,017.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.6% |
| 7D | -0.8% | -1.6% | +0.7% | -0.5% |
| 30D | +14.3% | -4.3% | +18.6% | +15.4% |
| 3M | +14.5% | +10.4% | +4.1% | +11.6% |
| 6M | +17.3% | +17.5% | -0.3% | +12.4% |
| YTD | -4.6% | +37.8% | -42.4% | -12.4% |
| 1Y | +0.8% | +33.8% | -33.0% | -6.9% |
| 3Y | +28.8% | +69.1% | -40.3% | +11.7% |
| 5Y | +14.0% | +165.7% | -151.7% | -12.9% |
| 10Y | +332.5% | +212.9% | +119.6% | +203.5% |
| All | +14,631.7% | +2,614.8% | +12,017.0% | +9,235.8% |
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