+66.9%
SHEL vs SAP
+69.5%
-2.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.6% |
| 7D | -6.7% | +1.5% | -8.1% | -6.7% |
| 30D | -2.9% | +8.8% | -11.7% | -3.2% |
| 3M | +9.1% | +12.1% | -3.0% | +8.7% |
| 6M | +17.9% | +34.6% | -16.7% | +16.6% |
| YTD | +36.0% | -2.1% | +38.1% | +36.8% |
| 1Y | +31.8% | -5.5% | +37.3% | +33.1% |
| 3Y | +66.9% | +67.4% | -0.6% | +50.2% |
| All | +66.9% | +69.5% | -2.7% | +50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling