+123.9%
SBUX vs SHEL
+214.0%
-90.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | -5.5% | +4.1% | -9.6% | -6.7% |
| 30D | -8.5% | +8.4% | -16.8% | -10.9% |
| 3M | -2.9% | +13.7% | -16.6% | -7.1% |
| 6M | -1.5% | +12.7% | -14.2% | -5.9% |
| YTD | +19.4% | +35.3% | -15.9% | +7.1% |
| 1Y | +22.9% | +39.4% | -16.4% | +9.0% |
| 3Y | +11.3% | +71.5% | -60.2% | -8.4% |
| 5Y | -6.9% | +195.0% | -201.9% | -38.1% |
| All | +123.9% | +214.0% | -90.1% | +39.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling