+2,460.3%
SHEL vs SAN
+2,116.5%
+343.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.0% |
| 7D | +2.2% | +1.8% | +0.5% | +1.6% |
| 30D | +6.8% | +2.0% | +4.9% | +6.0% |
| 3M | +8.1% | +19.7% | -11.6% | +0.7% |
| 6M | +14.4% | +30.6% | -16.2% | +2.2% |
| YTD | +30.0% | +28.8% | +1.1% | +15.8% |
| 1Y | +33.3% | +57.8% | -24.4% | +10.0% |
| 3Y | +66.4% | +338.1% | -271.7% | -8.1% |
| 5Y | +178.6% | +384.2% | -205.6% | +43.2% |
| 10Y | +198.4% | +353.1% | -154.7% | +52.7% |
| All | +2,460.3% | +2,116.5% | +343.8% | +703.6% |
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