+190.2%
SHEL vs SAP
+56.2%
+133.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +2.7% |
| 7D | +1.9% | -0.3% | +2.2% | +1.9% |
| 30D | +8.7% | +2.6% | +6.1% | +8.3% |
| 3M | +11.0% | +16.3% | -5.3% | +8.8% |
| 6M | +14.6% | +6.4% | +8.2% | +13.5% |
| YTD | +33.3% | -11.4% | +44.7% | +35.2% |
| 1Y | +37.9% | -20.4% | +58.3% | +42.4% |
| 3Y | +69.7% | +56.5% | +13.2% | +49.2% |
| 5Y | +190.2% | +56.8% | +133.4% | +146.8% |
| All | +190.2% | +56.2% | +133.9% | +146.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling