+142.5%
XLC vs SHEL
+97.2%
+45.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | -0.8% | +2.2% | -3.1% | -1.4% |
| 30D | +1.0% | +6.8% | -5.8% | -0.7% |
| 3M | -0.7% | +8.1% | -8.8% | -2.9% |
| 6M | -5.1% | +14.4% | -19.6% | -8.8% |
| YTD | -4.3% | +30.0% | -34.2% | -11.3% |
| 1Y | -0.6% | +33.3% | -33.9% | -8.6% |
| 3Y | +72.7% | +66.4% | +6.3% | +48.4% |
| 5Y | +38.0% | +178.6% | -140.6% | +0.3% |
| All | +142.5% | +97.2% | +45.2% | +102.1% |
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