+10,451.6%
TER vs SHEL
+2,614.8%
+7,836.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | +24.0% | -1.6% | +25.5% | +24.6% |
| 30D | -30.6% | -4.3% | -26.3% | -29.7% |
| 3M | -34.5% | +10.4% | -44.9% | -36.9% |
| 6M | -26.4% | +17.5% | -43.9% | -31.0% |
| YTD | +36.4% | +37.8% | -1.4% | +20.4% |
| 1Y | +47.4% | +33.8% | +13.6% | +31.4% |
| 3Y | +202.6% | +69.1% | +133.5% | +148.0% |
| 5Y | +83.9% | +165.7% | -81.8% | +26.8% |
| 10Y | +1,068.0% | +212.9% | +855.0% | +622.1% |
| All | +10,451.6% | +2,614.8% | +7,836.9% | +4,526.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling