+225.7%
XLE vs SHEL
+186.2%
+39.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.4% | -0.9% |
| 7D | 0.0% | +1.9% | -1.9% | -1.5% |
| 30D | +12.6% | +8.7% | +4.0% | +5.5% |
| 3M | +11.8% | +11.0% | +0.9% | +2.9% |
| 6M | +16.1% | +14.6% | +1.5% | +4.0% |
| YTD | +46.9% | +33.3% | +13.6% | +16.0% |
| 1Y | +53.3% | +37.9% | +15.4% | +17.7% |
| 3Y | +54.9% | +69.7% | -14.8% | +0.5% |
| 5Y | +225.7% | +190.2% | +35.5% | +38.1% |
| All | +225.7% | +186.2% | +39.5% | +38.1% |
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 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