+69.4%
SHEL vs SAP
+56.3%
+13.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.3% |
| 7D | +3.0% | -0.3% | +3.3% | +3.0% |
| 30D | +7.2% | +0.3% | +6.9% | +7.2% |
| 3M | +12.9% | +16.9% | -4.0% | +12.2% |
| 6M | +13.7% | +6.3% | +7.4% | +13.5% |
| YTD | +33.7% | -12.4% | +46.1% | +34.9% |
| 1Y | +37.9% | -21.6% | +59.5% | +40.8% |
| All | +69.4% | +56.3% | +13.1% | +63.7% |
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