+508.9%
XLP vs SHEL
+585.6%
-76.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | -1.0% | +2.2% | -3.3% | -1.5% |
| 30D | -0.9% | +6.8% | -7.7% | -2.3% |
| 3M | +3.8% | +8.1% | -4.3% | +1.9% |
| 6M | -1.7% | +14.4% | -16.1% | -4.9% |
| YTD | +10.3% | +30.0% | -19.7% | +3.6% |
| 1Y | +7.8% | +33.3% | -25.5% | +0.6% |
| 3Y | +27.2% | +66.4% | -39.2% | +12.0% |
| 5Y | +32.5% | +178.6% | -146.0% | +1.7% |
| 10Y | +101.8% | +198.4% | -96.6% | +43.7% |
| All | +508.9% | +585.6% | -76.7% | +237.7% |
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 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