+69.7%
XLC vs SHEL
+67.9%
+1.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -0.9% |
| 7D | +0.6% | +1.9% | -1.4% | +0.3% |
| 30D | +0.2% | +8.7% | -8.4% | -1.1% |
| 3M | +0.6% | +11.0% | -10.3% | -1.2% |
| 6M | -4.5% | +14.6% | -19.1% | -7.2% |
| YTD | -4.7% | +33.3% | -38.0% | -10.8% |
| 1Y | -1.7% | +37.9% | -39.5% | -8.9% |
| All | +69.7% | +67.9% | +1.8% | +46.5% |
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 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