+889.2%
XLV vs SHEL
+613.8%
+275.4%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | -3.6% | +4.1% | -7.7% | -4.6% |
| 30D | -1.8% | +8.4% | -10.2% | -4.0% |
| 3M | +7.8% | +13.7% | -5.9% | +3.9% |
| 6M | +9.1% | +12.7% | -3.6% | +5.2% |
| YTD | +7.7% | +35.3% | -27.6% | -1.4% |
| 1Y | +20.4% | +39.4% | -18.9% | +9.2% |
| 3Y | +30.8% | +71.5% | -40.7% | +10.9% |
| 5Y | +34.6% | +195.0% | -160.4% | -4.5% |
| 10Y | +173.4% | +211.1% | -37.7% | +78.4% |
| All | +889.2% | +613.8% | +275.4% | +366.9% |
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 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