-22.7%
U vs SHEL
+358.8%
-381.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.3% | +3.9% | +5.1% |
| 7D | +2.6% | +0.8% | +1.8% | +2.5% |
| 30D | +27.6% | -3.6% | +31.1% | +28.0% |
| 3M | +15.3% | +12.0% | +3.3% | +13.0% |
| 6M | +96.4% | +19.7% | +76.7% | +89.9% |
| YTD | +19.6% | +39.6% | -20.1% | +11.5% |
| 1Y | +42.1% | +36.4% | +5.7% | +33.1% |
| 3Y | +87.5% | +70.2% | +17.3% | +68.1% |
| 5Y | -73.1% | +169.2% | -242.4% | -76.0% |
| All | -22.7% | +358.8% | -381.6% | -16.7% |
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