+207.4%
SHEL vs SAP
+175.6%
+31.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.8% |
| 7D | +3.9% | -5.1% | +9.0% | +5.4% |
| 30D | +7.0% | -1.8% | +8.7% | +7.3% |
| 3M | +12.5% | +20.9% | -8.4% | +5.7% |
| 6M | +14.8% | +7.0% | +7.8% | +11.0% |
| YTD | +34.2% | -13.7% | +47.9% | +37.6% |
| 1Y | +37.0% | -19.6% | +56.6% | +43.5% |
| 3Y | +70.9% | +52.4% | +18.5% | +35.4% |
| 5Y | +192.5% | +54.4% | +138.1% | +125.5% |
| All | +207.4% | +175.6% | +31.8% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SAP 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling