+216.1%
SHEL vs SAP
+236.1%
-19.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.6% | -3.9% | +2.3% | -0.5% |
| 30D | -4.3% | +6.5% | -10.8% | -6.1% |
| 3M | +10.4% | +14.7% | -4.3% | +5.8% |
| 6M | +17.5% | +39.9% | -22.4% | +5.3% |
| YTD | +37.8% | -2.0% | +39.8% | +36.1% |
| 1Y | +33.8% | -6.0% | +39.8% | +34.0% |
| 3Y | +69.1% | +67.7% | +1.4% | +30.9% |
| 5Y | +165.7% | +78.8% | +86.9% | +95.8% |
| All | +216.1% | +236.1% | -19.9% | +74.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling