+1,111.5%
XLI vs SHEL
+603.1%
+508.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -1.5% |
| 7D | +1.0% | +1.9% | -1.0% | +0.2% |
| 30D | -5.8% | +8.7% | -14.5% | -9.1% |
| 3M | +0.7% | +11.0% | -10.3% | -4.1% |
| 6M | +3.2% | +14.6% | -11.4% | -3.5% |
| YTD | +13.0% | +33.3% | -20.2% | -1.1% |
| 1Y | +16.8% | +37.9% | -21.1% | +0.5% |
| 3Y | +72.4% | +69.7% | +2.7% | +34.1% |
| 5Y | +82.8% | +190.2% | -107.4% | +9.0% |
| 10Y | +252.4% | +197.0% | +55.4% | +92.7% |
| All | +1,111.5% | +603.1% | +508.4% | +345.9% |
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