-8.4%
T vs SHEL
+38.4%
-46.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.6% |
| 7D | -2.4% | +3.9% | -6.4% | -2.8% |
| 30D | +4.3% | +7.0% | -2.7% | +3.7% |
| 3M | +11.6% | +12.5% | -0.9% | +10.0% |
| 6M | -5.6% | +14.8% | -20.4% | -6.4% |
| YTD | +6.6% | +34.2% | -27.6% | +6.8% |
| 1Y | -8.4% | +37.0% | -45.4% | -7.4% |
| All | -8.4% | +38.4% | -46.8% | -7.4% |
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