+99.4%
XBI vs SHEL
+70.5%
+28.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | -4.6% | +4.1% | -8.8% | -5.3% |
| 30D | -2.0% | +8.4% | -10.4% | -3.3% |
| 3M | +17.8% | +13.7% | +4.1% | +15.2% |
| 6M | +23.7% | +12.7% | +11.0% | +20.7% |
| YTD | +28.2% | +35.3% | -7.1% | +19.2% |
| 1Y | +64.0% | +39.4% | +24.6% | +50.9% |
| 3Y | +99.4% | +71.5% | +27.9% | +69.7% |
| All | +99.4% | +70.5% | +28.9% | +69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling