+2,650.9%
SHEL vs SAN
+1,735.1%
+915.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.7% | +1.1% |
| 7D | +0.8% | +4.0% | -3.2% | -0.7% |
| 30D | -3.6% | -7.8% | +4.2% | -1.3% |
| 3M | +12.0% | -16.4% | +28.4% | +18.3% |
| 6M | +19.7% | +3.5% | +16.2% | +16.3% |
| YTD | +39.6% | +6.7% | +33.0% | +32.1% |
| 1Y | +36.4% | +14.5% | +22.0% | +25.6% |
| 3Y | +70.2% | +243.5% | -173.3% | +2.0% |
| 5Y | +169.2% | +296.2% | -127.0% | +47.9% |
| 10Y | +217.1% | +268.5% | -51.4% | +73.5% |
| All | +2,650.9% | +1,735.1% | +915.8% | +816.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling