+292.2%
TER vs SHEL
+68.4%
+223.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.0% |
| 7D | +12.4% | +3.0% | +9.3% | +11.1% |
| 30D | +5.1% | +7.2% | -2.1% | +2.3% |
| 3M | +4.0% | +12.9% | -8.9% | -0.8% |
| 6M | +29.5% | +13.7% | +15.8% | +21.6% |
| YTD | +98.5% | +33.7% | +64.8% | +69.5% |
| 1Y | +234.1% | +37.9% | +196.2% | +180.7% |
| All | +292.2% | +68.4% | +223.7% | +201.2% |
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