+29.3%
V vs SHEL
+43.6%
-14.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.2% | +6.1% | +3.6% |
| 7D | +9.0% | -3.2% | +12.1% | +8.6% |
| 30D | +18.1% | +5.5% | +12.6% | +18.7% |
| 3M | +18.3% | +14.4% | +4.0% | +20.1% |
| 6M | +34.1% | +16.2% | +17.9% | +36.2% |
| YTD | +25.2% | +42.4% | -17.2% | +32.5% |
| 1Y | +29.3% | +43.3% | -14.0% | +36.6% |
| All | +29.3% | +43.6% | -14.3% | +36.6% |
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 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