+220.3%
SHEL vs SAP
+237.3%
-16.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +1.0% | +1.2% |
| 7D | +0.8% | +0.6% | +0.2% | +0.6% |
| 30D | -3.6% | +6.5% | -10.1% | -5.4% |
| 3M | +12.0% | +12.2% | -0.2% | +8.1% |
| 6M | +19.7% | +46.1% | -26.4% | +5.9% |
| YTD | +39.6% | -1.6% | +41.3% | +37.8% |
| 1Y | +36.4% | -5.1% | +41.6% | +36.2% |
| 3Y | +70.2% | +68.4% | +1.8% | +31.6% |
| 5Y | +169.2% | +79.4% | +89.8% | +98.2% |
| All | +220.3% | +237.3% | -16.9% | +76.1% |
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