+252.8%
SPOT vs SHEL
+119.4%
+133.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.6% |
| 7D | -3.1% | +4.1% | -7.2% | -3.9% |
| 30D | +7.4% | +8.4% | -1.0% | +5.6% |
| 3M | +8.2% | +13.7% | -5.5% | +5.2% |
| 6M | +2.2% | +12.7% | -10.5% | -0.5% |
| YTD | -9.5% | +35.3% | -44.8% | -15.2% |
| 1Y | -23.8% | +39.4% | -63.2% | -29.2% |
| 3Y | +233.5% | +71.5% | +162.0% | +194.3% |
| 5Y | +112.2% | +195.0% | -82.8% | +66.8% |
| All | +252.8% | +119.4% | +133.5% | +202.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling