+412.9%
XLF vs SHEL
+605.2%
-192.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.6% |
| 7D | -1.0% | +3.0% | -4.1% | -2.5% |
| 30D | -1.3% | +7.2% | -8.5% | -4.8% |
| 3M | +9.1% | +12.9% | -3.7% | +2.2% |
| 6M | +14.4% | +13.7% | +0.7% | +6.1% |
| YTD | +5.1% | +33.7% | -28.6% | -10.7% |
| 1Y | +8.6% | +37.9% | -29.2% | -9.4% |
| 3Y | +74.4% | +70.2% | +4.2% | +28.4% |
| 5Y | +64.4% | +192.3% | -128.0% | -12.3% |
| 10Y | +251.6% | +207.3% | +44.3% | +66.5% |
| All | +412.9% | +605.2% | -192.3% | +63.7% |
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