+3,094.0%
SPY vs SHEL
+1,948.2%
+1,145.9%
-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 | +0.1% | +2.2% | -2.1% | -0.6% |
| 30D | +0.1% | +6.8% | -6.8% | -2.1% |
| 3M | +2.0% | +8.1% | -6.1% | -0.8% |
| 6M | +13.0% | +14.4% | -1.4% | +7.5% |
| YTD | +13.5% | +30.0% | -16.4% | +3.4% |
| 1Y | +20.0% | +33.3% | -13.4% | +8.2% |
| 3Y | +77.2% | +66.4% | +10.7% | +47.5% |
| 5Y | +81.9% | +178.6% | -96.7% | +25.2% |
| 10Y | +314.1% | +198.4% | +115.6% | +161.5% |
| All | +3,094.0% | +1,948.2% | +1,145.9% | +1,372.3% |
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 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