+1,024.7%
XLE vs SHEL
+585.6%
+439.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.5% | -1.4% |
| 7D | +2.2% | +2.2% | 0.0% | +0.4% |
| 30D | +11.8% | +6.8% | +4.9% | +6.0% |
| 3M | +9.8% | +8.1% | +1.7% | +3.0% |
| 6M | +15.6% | +14.4% | +1.2% | +3.5% |
| YTD | +45.3% | +30.0% | +15.3% | +16.9% |
| 1Y | +48.3% | +33.3% | +15.0% | +16.9% |
| 3Y | +55.4% | +66.4% | -11.0% | +2.3% |
| 5Y | +216.1% | +178.6% | +37.5% | +36.2% |
| 10Y | +178.4% | +198.4% | -20.0% | +9.9% |
| All | +1,024.7% | +585.6% | +439.1% | +134.2% |
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 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