+43.3%
SHEL vs SBAC
+2.4%
+40.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.8% | -8.1% | -2.9% |
| 7D | -3.2% | +5.8% | -9.0% | -3.8% |
| 30D | +5.5% | +20.8% | -15.3% | +3.1% |
| 3M | +14.4% | +4.8% | +9.6% | +13.7% |
| 6M | +16.2% | -9.1% | +25.3% | +17.3% |
| YTD | +42.4% | +3.1% | +39.4% | +41.2% |
| 1Y | +43.3% | +2.2% | +41.1% | +42.8% |
| All | +43.3% | +2.4% | +40.9% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 1y: compounded portfolio wealth divided by compounded SBAC 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…
1y analysis · Full analysis span regression · 6 months rolling