+14,712.9%
SPGI vs SHEL
+2,623.6%
+12,089.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -0.9% | -5.8% | +4.9% | +0.5% |
| 30D | +15.5% | -1.3% | +16.8% | +15.8% |
| 3M | +15.7% | +12.7% | +3.0% | +12.2% |
| 6M | +19.1% | +19.9% | -0.8% | +13.6% |
| YTD | -4.1% | +38.3% | -42.3% | -12.0% |
| 1Y | +1.2% | +35.7% | -34.5% | -6.8% |
| 3Y | +31.6% | +71.7% | -40.1% | +13.7% |
| 5Y | +12.4% | +158.4% | -146.0% | -13.4% |
| 10Y | +334.3% | +204.1% | +130.2% | +206.8% |
| All | +14,712.9% | +2,623.6% | +12,089.3% | +9,280.8% |
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