+37.6%
XLC vs SHEL
+192.5%
-154.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -1.4% | +3.0% | -4.4% | -1.9% |
| 30D | -0.9% | +7.2% | -8.1% | -2.2% |
| 3M | -0.3% | +12.9% | -13.2% | -2.7% |
| 6M | -5.2% | +13.7% | -18.9% | -7.8% |
| YTD | -5.3% | +33.7% | -39.0% | -11.1% |
| 1Y | -2.8% | +37.9% | -40.7% | -9.5% |
| 3Y | +71.2% | +70.2% | +1.0% | +51.6% |
| 5Y | +37.6% | +192.3% | -154.8% | +7.3% |
| All | +37.6% | +192.5% | -154.9% | +7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling