+149.7%
XBI vs SHEL
+214.0%
-64.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | -4.6% | +4.1% | -8.8% | -5.7% |
| 30D | -2.0% | +8.4% | -10.4% | -4.3% |
| 3M | +17.8% | +13.7% | +4.1% | +13.2% |
| 6M | +23.7% | +12.7% | +11.0% | +18.8% |
| YTD | +28.2% | +35.3% | -7.1% | +16.3% |
| 1Y | +64.0% | +39.4% | +24.6% | +47.2% |
| 3Y | +99.4% | +71.5% | +27.9% | +66.5% |
| 5Y | +19.3% | +195.0% | -175.7% | -18.3% |
| All | +149.7% | +214.0% | -64.3% | +81.0% |
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