+62.5%
T vs SHEL
+223.0%
-160.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.3% |
| 7D | +2.5% | +0.8% | +1.8% | +2.3% |
| 30D | -3.8% | -3.6% | -0.2% | -3.1% |
| 3M | -8.7% | +12.0% | -20.8% | -11.3% |
| 6M | -8.1% | +19.7% | -27.8% | -12.1% |
| YTD | -6.4% | +39.6% | -46.1% | -14.0% |
| 1Y | -9.8% | +36.4% | -46.2% | -16.6% |
| 3Y | +65.5% | +70.2% | -4.7% | +43.4% |
| 5Y | +57.0% | +169.2% | -112.3% | +18.3% |
| All | +62.5% | +223.0% | -160.5% | +24.6% |
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