+17.5%
SPY vs SHEL
+38.4%
-21.0%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | -2.0% | +3.9% | -5.9% | -1.9% |
| 30D | -1.7% | +7.0% | -8.6% | -1.6% |
| 3M | +4.7% | +12.5% | -7.8% | +4.8% |
| 6M | +12.5% | +14.8% | -2.3% | +11.7% |
| YTD | +11.7% | +34.2% | -22.5% | +8.7% |
| 1Y | +17.5% | +37.0% | -19.5% | +14.3% |
| All | +17.5% | +38.4% | -21.0% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling