+160.6%
SHEL vs SAP
+72.8%
+87.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.5% |
| 7D | -6.7% | +1.5% | -8.1% | -6.8% |
| 30D | -2.9% | +8.8% | -11.7% | -3.8% |
| 3M | +9.1% | +12.1% | -3.0% | +7.6% |
| 6M | +17.9% | +34.6% | -16.7% | +13.6% |
| YTD | +36.0% | -2.1% | +38.1% | +36.4% |
| 1Y | +31.8% | -5.5% | +37.3% | +33.0% |
| 3Y | +66.9% | +67.4% | -0.6% | +46.1% |
| 5Y | +160.6% | +74.6% | +86.0% | +119.9% |
| All | +160.6% | +72.8% | +87.7% | +119.9% |
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