+5.0%
SYK vs SHEL
+188.7%
-183.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.3% | -2.0% |
| 7D | -12.3% | +3.9% | -16.3% | -12.9% |
| 30D | -22.4% | +7.0% | -29.4% | -23.3% |
| 3M | -12.3% | +12.5% | -24.8% | -14.1% |
| 6M | -24.3% | +14.8% | -39.1% | -26.3% |
| YTD | -22.8% | +34.2% | -56.9% | -27.1% |
| 1Y | -28.8% | +37.0% | -65.8% | -33.2% |
| 3Y | -4.0% | +70.9% | -74.9% | -14.8% |
| All | +5.0% | +188.7% | -183.7% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling