+494.0%
TEAM vs SHEL
+211.3%
+282.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.7% | +1.0% |
| 7D | -7.8% | +3.9% | -11.7% | -8.3% |
| 30D | +16.5% | +7.0% | +9.6% | +15.4% |
| 3M | +96.2% | +12.5% | +83.7% | +92.3% |
| 6M | +130.2% | +14.8% | +115.4% | +124.5% |
| YTD | +10.7% | +34.2% | -23.4% | +4.8% |
| 1Y | +3.0% | +37.0% | -34.0% | -2.9% |
| 3Y | -13.1% | +70.9% | -84.0% | -21.3% |
| 5Y | -52.7% | +192.5% | -245.3% | -60.4% |
| All | +494.0% | +211.3% | +282.7% | +399.0% |
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