+81.7%
SPY vs SHEL
+192.5%
-110.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -0.4% | +3.0% | -3.4% | -1.1% |
| 30D | -1.4% | +7.2% | -8.6% | -3.0% |
| 3M | +3.7% | +12.9% | -9.2% | +0.6% |
| 6M | +13.0% | +13.7% | -0.7% | +9.0% |
| YTD | +12.4% | +33.7% | -21.3% | +3.6% |
| 1Y | +18.5% | +37.9% | -19.3% | +8.2% |
| 3Y | +77.6% | +70.2% | +7.4% | +52.1% |
| 5Y | +81.7% | +192.3% | -110.6% | +36.1% |
| All | +81.7% | +192.5% | -110.8% | +36.1% |
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