+384.8%
V vs SHEL
+201.7%
+183.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -2.9% | +3.0% | -5.9% | -3.9% |
| 30D | +1.9% | +7.2% | -5.3% | -0.5% |
| 3M | +13.2% | +12.9% | +0.4% | +8.5% |
| 6M | +16.7% | +13.7% | +3.0% | +11.2% |
| YTD | +5.4% | +33.7% | -28.3% | -5.3% |
| 1Y | +7.7% | +37.9% | -30.2% | -4.5% |
| 3Y | +52.0% | +70.2% | -18.2% | +23.8% |
| 5Y | +67.7% | +192.3% | -124.6% | +9.0% |
| 10Y | +384.8% | +207.3% | +177.5% | +209.0% |
| All | +384.8% | +201.7% | +183.1% | +209.0% |
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