+110.6%
SPOT vs SHEL
+190.7%
-80.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -6.9% | +3.9% | -10.8% | -7.7% |
| 30D | +4.1% | +7.0% | -2.8% | +2.5% |
| 3M | +3.7% | +12.5% | -8.8% | +0.7% |
| 6M | -1.6% | +14.8% | -16.4% | -5.0% |
| YTD | -10.2% | +34.2% | -44.3% | -16.6% |
| 1Y | -25.9% | +37.0% | -62.9% | -31.6% |
| 3Y | +235.6% | +70.9% | +164.7% | +188.1% |
| 5Y | +110.6% | +192.5% | -82.0% | +59.5% |
| All | +110.6% | +190.7% | -80.1% | +59.5% |
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