+25.0%
V vs SHEL
+33.9%
-8.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -2.0% | -0.5% |
| 7D | -0.4% | -1.6% | +1.2% | -0.5% |
| 30D | +6.3% | -4.3% | +10.6% | +5.8% |
| 3M | +17.2% | +10.4% | +6.8% | +18.5% |
| 6M | +29.2% | +17.5% | +11.7% | +31.5% |
| YTD | +20.8% | +37.8% | -17.0% | +27.9% |
| 1Y | +25.0% | +33.8% | -8.8% | +30.5% |
| All | +25.0% | +33.9% | -8.9% | +30.5% |
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