+823.3%
SPYM vs SHEL
+338.0%
+485.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -1.4% |
| 7D | +0.6% | +1.9% | -1.4% | -0.1% |
| 30D | -0.9% | +8.7% | -9.6% | -3.8% |
| 3M | +3.9% | +11.0% | -7.1% | -0.1% |
| 6M | +14.5% | +14.6% | 0.0% | +8.5% |
| YTD | +13.0% | +33.3% | -20.3% | +1.2% |
| 1Y | +19.4% | +37.9% | -18.4% | +5.5% |
| 3Y | +78.9% | +69.7% | +9.1% | +45.3% |
| 5Y | +82.3% | +190.2% | -107.8% | +18.7% |
| 10Y | +314.7% | +197.0% | +117.7% | +148.1% |
| All | +823.3% | +338.0% | +485.3% | +348.5% |
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