-9.1%
T vs SHEL
+32.9%
-42.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.0% |
| 7D | -1.3% | +2.2% | -3.5% | -1.5% |
| 30D | +11.4% | +6.8% | +4.5% | +10.7% |
| 3M | +14.3% | +8.1% | +6.2% | +13.0% |
| 6M | -9.3% | +14.4% | -23.7% | -9.7% |
| YTD | +7.1% | +30.0% | -22.9% | +7.7% |
| 1Y | -9.1% | +33.3% | -42.4% | -7.9% |
| All | -9.1% | +32.9% | -42.0% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling