+7.7%
V vs SHEL
+32.9%
-25.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.6% | -0.9% |
| 7D | -1.7% | +2.2% | -4.0% | -1.5% |
| 30D | +2.0% | +6.8% | -4.9% | +2.5% |
| 3M | +17.4% | +8.1% | +9.3% | +18.2% |
| 6M | +17.5% | +14.4% | +3.1% | +18.8% |
| YTD | +7.6% | +30.0% | -22.4% | +10.7% |
| 1Y | +7.7% | +33.3% | -25.6% | +10.2% |
| All | +7.7% | +32.9% | -25.2% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling