+44.8%
XLP vs SHEL
+71.4%
-26.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.3% |
| 7D | +2.5% | +0.8% | +1.7% | +2.4% |
| 30D | +7.3% | -3.6% | +10.9% | +7.6% |
| 3M | +8.1% | +12.0% | -4.0% | +7.0% |
| 6M | +10.5% | +19.7% | -9.2% | +8.5% |
| YTD | +21.2% | +39.6% | -18.5% | +16.7% |
| 1Y | +22.7% | +36.4% | -13.7% | +18.5% |
| 3Y | +44.8% | +70.2% | -25.4% | +33.9% |
| All | +44.8% | +71.4% | -26.6% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling