+318.0%
SPYM vs SHEL
+214.0%
+104.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | -0.8% | +4.1% | -4.9% | -2.0% |
| 30D | -1.1% | +8.4% | -9.5% | -3.5% |
| 3M | +3.9% | +13.7% | -9.8% | -0.3% |
| 6M | +13.6% | +12.7% | +0.9% | +9.0% |
| YTD | +12.7% | +35.3% | -22.6% | +1.9% |
| 1Y | +17.6% | +39.4% | -21.8% | +5.2% |
| 3Y | +77.2% | +71.5% | +5.8% | +47.4% |
| 5Y | +84.1% | +195.0% | -110.9% | +25.9% |
| All | +318.0% | +214.0% | +104.1% | +186.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling