+207.4%
SHEL vs SAN
+347.0%
-139.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +3.9% | -2.8% | +6.7% | +5.2% |
| 30D | +7.0% | -0.5% | +7.5% | +7.1% |
| 3M | +12.5% | +22.7% | -10.2% | +1.7% |
| 6M | +14.8% | +28.8% | -14.0% | +0.1% |
| YTD | +34.2% | +26.3% | +7.9% | +16.8% |
| 1Y | +37.0% | +48.8% | -11.8% | +9.5% |
| 3Y | +70.9% | +347.2% | -276.3% | -25.0% |
| 5Y | +192.5% | +383.8% | -191.2% | +15.4% |
| All | +207.4% | +347.0% | -139.6% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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