+3,047.6%
SPY vs SHEL
+2,071.8%
+975.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | +3.3% | -1.6% | +4.8% | +3.8% |
| 30D | -2.7% | -4.3% | +1.6% | -1.5% |
| 3M | -1.7% | +10.4% | -12.1% | -5.1% |
| 6M | +3.1% | +17.5% | -14.5% | -2.7% |
| YTD | +11.9% | +37.8% | -25.9% | -0.2% |
| 1Y | +12.0% | +33.8% | -21.8% | +0.8% |
| 3Y | +78.2% | +69.1% | +9.1% | +47.5% |
| 5Y | +73.2% | +165.7% | -92.5% | +21.2% |
| 10Y | +309.6% | +212.9% | +96.7% | +154.6% |
| All | +3,047.6% | +2,071.8% | +975.8% | +1,320.5% |
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 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