-1.5%
XLC vs SHEL
+38.4%
-39.9%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | -1.7% | +3.9% | -5.6% | -1.5% |
| 30D | +0.2% | +7.0% | -6.8% | +0.4% |
| 3M | +0.7% | +12.5% | -11.8% | +1.0% |
| 6M | -4.5% | +14.8% | -19.2% | -4.5% |
| YTD | -4.7% | +34.2% | -38.9% | -5.3% |
| 1Y | -1.5% | +37.0% | -38.5% | -1.7% |
| All | -1.5% | +38.4% | -39.9% | -1.7% |
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 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