+128.8%
XLP vs SHEL
+209.5%
-80.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +0.1% | -5.8% | +5.8% | +1.0% |
| 30D | +8.9% | -1.3% | +10.2% | +9.1% |
| 3M | +7.5% | +12.7% | -5.2% | +5.3% |
| 6M | +9.4% | +19.9% | -10.4% | +6.1% |
| YTD | +19.3% | +38.3% | -19.0% | +12.6% |
| 1Y | +21.7% | +35.7% | -13.9% | +15.3% |
| 3Y | +44.0% | +71.7% | -27.7% | +30.2% |
| 5Y | +42.8% | +158.4% | -115.7% | +18.5% |
| 10Y | +128.8% | +204.1% | -75.3% | +85.7% |
| All | +128.8% | +209.5% | -80.7% | +85.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling