+176.5%
XLE vs SHEL
+218.8%
-42.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +0.9% |
| 7D | +4.4% | -1.6% | +5.9% | +5.7% |
| 30D | -4.3% | -4.3% | 0.0% | -0.8% |
| 3M | +6.0% | +10.4% | -4.4% | -2.2% |
| 6M | +13.2% | +17.5% | -4.3% | -0.9% |
| YTD | +46.7% | +37.8% | +8.9% | +12.0% |
| 1Y | +46.6% | +33.8% | +12.8% | +14.7% |
| 3Y | +69.6% | +69.1% | +0.5% | +9.1% |
| 5Y | +166.5% | +165.7% | +0.8% | +17.1% |
| All | +176.5% | +218.8% | -42.3% | +2.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling