+136.8%
XLP vs SHEL
+207.9%
-71.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | -0.5% | -3.9% | +3.4% | +0.1% |
| 30D | +8.3% | -3.7% | +12.0% | +8.9% |
| 3M | +8.7% | +9.1% | -0.4% | +7.1% |
| 6M | +11.2% | +16.7% | -5.5% | +8.2% |
| YTD | +20.0% | +36.8% | -16.8% | +13.5% |
| 1Y | +21.3% | +31.8% | -10.5% | +15.4% |
| 3Y | +43.8% | +67.9% | -24.0% | +30.5% |
| 5Y | +43.3% | +163.3% | -120.0% | +18.4% |
| 10Y | +136.8% | +210.7% | -73.9% | +92.9% |
| All | +136.8% | +207.9% | -71.2% | +92.9% |
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 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