+633.7%
XLU vs SHEL
+607.8%
+25.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -1.2% | +3.9% | -5.1% | -2.3% |
| 30D | -2.5% | +7.0% | -9.5% | -4.4% |
| 3M | -2.7% | +12.5% | -15.2% | -6.1% |
| 6M | -7.5% | +14.8% | -22.2% | -11.4% |
| YTD | +0.9% | +34.2% | -33.2% | -7.7% |
| 1Y | +3.3% | +37.0% | -33.7% | -6.2% |
| 3Y | +47.3% | +70.9% | -23.6% | +24.4% |
| 5Y | +44.4% | +192.5% | -148.1% | +1.7% |
| 10Y | +140.8% | +208.5% | -67.7% | +53.2% |
| All | +633.7% | +607.8% | +25.9% | +218.2% |
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