+33.6%
XLY vs SHEL
+70.5%
-36.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.8% |
| 7D | -1.7% | +4.1% | -5.8% | -2.4% |
| 30D | -4.2% | +8.4% | -12.6% | -5.5% |
| 3M | -2.7% | +13.7% | -16.4% | -4.9% |
| 6M | -0.6% | +12.7% | -13.3% | -3.2% |
| YTD | -5.0% | +35.3% | -40.3% | -12.4% |
| 1Y | -4.1% | +39.4% | -43.5% | -12.5% |
| 3Y | +33.6% | +71.5% | -37.9% | +14.6% |
| All | +33.6% | +70.5% | -36.9% | +14.6% |
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