+1,106.7%
XLY vs SHEL
+613.8%
+492.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.6% |
| 7D | -1.7% | +4.1% | -5.8% | -3.1% |
| 30D | -4.2% | +8.4% | -12.6% | -7.0% |
| 3M | -2.7% | +13.7% | -16.4% | -7.5% |
| 6M | -0.6% | +12.7% | -13.3% | -5.7% |
| YTD | -5.0% | +35.3% | -40.3% | -16.1% |
| 1Y | -4.1% | +39.4% | -43.5% | -16.3% |
| 3Y | +33.6% | +71.5% | -37.9% | +6.7% |
| 5Y | +28.7% | +195.0% | -166.3% | -18.9% |
| 10Y | +219.6% | +211.1% | +8.6% | +81.0% |
| All | +1,106.7% | +613.8% | +492.9% | +361.9% |
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