+254.8%
SPOT vs SHEL
+116.1%
+138.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.5% | -5.1% | -3.1% |
| 7D | -2.9% | +1.9% | -4.8% | -3.3% |
| 30D | +8.3% | +8.7% | -0.4% | +6.5% |
| 3M | +5.1% | +11.0% | -5.9% | +2.7% |
| 6M | -6.5% | +14.6% | -21.0% | -9.3% |
| YTD | -9.0% | +33.3% | -42.2% | -14.5% |
| 1Y | -26.4% | +37.9% | -64.3% | -31.4% |
| 3Y | +240.0% | +69.7% | +170.3% | +200.7% |
| 5Y | +111.7% | +190.2% | -78.4% | +66.9% |
| All | +254.8% | +116.1% | +138.7% | +205.0% |
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