+80.4%
XLI vs SHEL
+190.7%
-110.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -2.3% | +3.9% | -6.2% | -3.2% |
| 30D | -8.2% | +7.0% | -15.1% | -9.7% |
| 3M | +0.8% | +12.5% | -11.7% | -2.4% |
| 6M | +0.8% | +14.8% | -13.9% | -3.3% |
| YTD | +10.5% | +34.2% | -23.6% | +1.1% |
| 1Y | +14.1% | +37.0% | -22.9% | +3.6% |
| 3Y | +68.6% | +70.9% | -2.3% | +42.4% |
| 5Y | +80.4% | +192.5% | -112.1% | +29.8% |
| All | +80.4% | +190.7% | -110.3% | +29.8% |
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