+77.7%
SPY vs SHEL
+71.4%
+6.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.6% |
| 7D | +2.6% | +0.8% | +1.8% | +2.4% |
| 30D | -2.0% | -3.6% | +1.6% | -1.4% |
| 3M | -2.8% | +12.0% | -14.8% | -5.3% |
| 6M | +2.1% | +19.7% | -17.6% | -2.1% |
| YTD | +11.5% | +39.6% | -28.2% | +1.0% |
| 1Y | +13.5% | +36.4% | -23.0% | +3.6% |
| 3Y | +77.7% | +70.2% | +7.5% | +50.3% |
| All | +77.7% | +71.4% | +6.3% | +50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling