+75.8%
SPYM vs SHEL
+69.1%
+6.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -2.0% | +3.9% | -5.9% | -2.7% |
| 30D | -1.6% | +7.0% | -8.6% | -3.0% |
| 3M | +4.7% | +12.5% | -7.7% | +2.1% |
| 6M | +12.6% | +14.8% | -2.2% | +8.7% |
| YTD | +11.8% | +34.2% | -22.4% | +2.9% |
| 1Y | +17.5% | +37.0% | -19.5% | +7.4% |
| All | +75.8% | +69.1% | +6.7% | +49.5% |
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 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