+13.5%
U vs SHEL
+70.3%
-56.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.1% | +2.1% |
| 7D | +4.5% | +1.9% | +2.5% | +4.0% |
| 30D | -0.6% | +8.7% | -9.2% | -2.4% |
| 3M | +48.4% | +11.0% | +37.5% | +44.9% |
| 6M | +115.4% | +14.6% | +100.8% | +107.2% |
| YTD | -3.2% | +33.3% | -36.5% | -13.0% |
| 1Y | -6.0% | +37.9% | -43.9% | -17.0% |
| 3Y | +13.5% | +69.7% | -56.3% | -10.6% |
| All | +13.5% | +70.3% | -56.8% | -10.6% |
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