+910.3%
XBI vs SHEL
+313.0%
+597.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | -4.6% | +3.9% | -8.5% | -6.0% |
| 30D | -0.8% | +7.0% | -7.8% | -3.3% |
| 3M | +21.8% | +12.5% | +9.3% | +16.2% |
| 6M | +23.2% | +14.8% | +8.4% | +16.0% |
| YTD | +28.7% | +34.2% | -5.4% | +13.9% |
| 1Y | +67.8% | +37.0% | +30.8% | +47.0% |
| 3Y | +100.6% | +70.9% | +29.8% | +59.6% |
| 5Y | +19.8% | +192.5% | -172.7% | -25.6% |
| 10Y | +159.7% | +208.5% | -48.7% | +44.8% |
| All | +910.3% | +313.0% | +597.3% | +332.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling