+1,106.3%
SHEL vs SAP
+2,233.8%
-1,127.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.9% |
| 7D | +2.2% | -2.9% | +5.1% | +2.9% |
| 30D | +6.8% | +9.0% | -2.2% | +4.6% |
| 3M | +8.1% | +14.9% | -6.8% | +4.0% |
| 6M | +14.4% | +11.9% | +2.5% | +10.1% |
| YTD | +30.0% | -9.9% | +39.9% | +30.5% |
| 1Y | +33.3% | -19.5% | +52.9% | +37.2% |
| 3Y | +66.4% | +61.8% | +4.6% | +42.8% |
| 5Y | +178.6% | +56.2% | +122.4% | +137.4% |
| 10Y | +198.4% | +180.6% | +17.8% | +120.0% |
| All | +1,106.3% | +2,233.8% | -1,127.5% | +506.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling