+443.6%
TEAM vs SHEL
+223.0%
+220.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.7% |
| 7D | -2.4% | +0.8% | -3.2% | -2.5% |
| 30D | -26.7% | -3.6% | -23.1% | -26.4% |
| 3M | -9.6% | +12.0% | -21.7% | -11.2% |
| 6M | +86.0% | +19.7% | +66.3% | +80.7% |
| YTD | -7.5% | +39.6% | -47.1% | -12.9% |
| 1Y | -1.4% | +36.4% | -37.8% | -6.7% |
| 3Y | -14.3% | +70.2% | -84.5% | -22.2% |
| 5Y | -66.3% | +169.2% | -235.5% | -71.3% |
| All | +443.6% | +223.0% | +220.6% | +419.7% |
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