+69.4%
SHEL vs SAN
+343.8%
-274.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | +3.0% | -0.5% | +3.5% | +3.1% |
| 30D | +7.2% | -0.1% | +7.3% | +7.2% |
| 3M | +12.9% | +19.6% | -6.8% | +9.3% |
| 6M | +13.7% | +32.7% | -19.0% | +7.3% |
| YTD | +33.7% | +26.7% | +7.0% | +26.7% |
| 1Y | +37.9% | +51.6% | -13.8% | +24.6% |
| All | +69.4% | +343.8% | -274.4% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling