+162.6%
SHEL vs SAN
+294.0%
-131.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.7% | +1.2% |
| 7D | +0.8% | +4.0% | -3.2% | -0.2% |
| 30D | -3.6% | -7.8% | +4.2% | -2.0% |
| 3M | +12.0% | -16.4% | +28.4% | +16.4% |
| 6M | +19.7% | +3.5% | +16.2% | +17.2% |
| YTD | +39.6% | +6.7% | +33.0% | +33.8% |
| 1Y | +36.4% | +14.5% | +22.0% | +27.8% |
| 3Y | +70.2% | +243.5% | -173.3% | +9.0% |
| All | +162.6% | +294.0% | -131.4% | +59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling