+552.8%
XLP vs SHEL
+630.9%
-78.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | +0.7% | -8.8% | +9.6% | +2.7% |
| 30D | +10.3% | +2.3% | +7.9% | +9.6% |
| 3M | +6.5% | +11.6% | -5.0% | +3.9% |
| 6M | +8.4% | +15.7% | -7.3% | +4.7% |
| YTD | +18.2% | +38.6% | -20.4% | +9.4% |
| 1Y | +22.4% | +38.5% | -16.1% | +13.3% |
| 3Y | +41.9% | +66.9% | -25.0% | +24.9% |
| 5Y | +40.9% | +160.6% | -119.7% | +10.1% |
| 10Y | +128.4% | +214.1% | -85.7% | +60.9% |
| All | +552.8% | +630.9% | -78.1% | +256.7% |
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