+210.2%
TER vs SHEL
+67.9%
+142.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.6% | +7.7% | +8.1% |
| 7D | +5.9% | -3.9% | +9.8% | +7.5% |
| 30D | -30.8% | -3.7% | -27.1% | -30.0% |
| 3M | -29.9% | +9.1% | -39.0% | -32.7% |
| 6M | -27.5% | +16.7% | -44.2% | -32.3% |
| YTD | +37.5% | +36.8% | +0.6% | +14.7% |
| 1Y | +50.3% | +31.8% | +18.5% | +28.1% |
| All | +210.2% | +67.9% | +142.3% | +132.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling