+998.7%
XLE vs SHEL
+617.5%
+381.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.1% | +1.7% |
| 7D | -6.7% | -6.7% | -0.1% | -1.4% |
| 30D | -4.4% | -2.9% | -1.5% | -2.1% |
| 3M | +4.0% | +9.1% | -5.1% | -3.0% |
| 6M | +13.2% | +17.9% | -4.8% | -0.9% |
| YTD | +41.9% | +36.0% | +5.9% | +10.1% |
| 1Y | +41.6% | +31.8% | +9.9% | +12.8% |
| 3Y | +64.0% | +66.9% | -2.9% | +7.9% |
| 5Y | +158.1% | +160.6% | -2.5% | +17.8% |
| 10Y | +163.9% | +197.5% | -33.6% | +4.6% |
| All | +998.7% | +617.5% | +381.2% | +120.6% |
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