+1,162.4%
SHEL vs SAP
+2,435.9%
-1,273.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.3% |
| 7D | -6.7% | +1.5% | -8.1% | -7.0% |
| 30D | -2.9% | +8.8% | -11.7% | -4.8% |
| 3M | +9.1% | +12.1% | -3.0% | +6.0% |
| 6M | +17.9% | +34.6% | -16.7% | +9.0% |
| YTD | +36.0% | -2.1% | +38.1% | +33.8% |
| 1Y | +31.8% | -5.5% | +37.3% | +30.7% |
| 3Y | +66.9% | +67.4% | -0.6% | +42.0% |
| 5Y | +160.6% | +74.6% | +86.0% | +116.3% |
| 10Y | +197.5% | +224.0% | -26.5% | +112.2% |
| All | +1,162.4% | +2,435.9% | -1,273.5% | +521.9% |
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 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