+220.3%
SHEL vs SBAC
+114.8%
+105.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.1% |
| 7D | +0.8% | +0.6% | +0.2% | +0.7% |
| 30D | -3.6% | +5.5% | -9.1% | -4.6% |
| 3M | +12.0% | +3.1% | +9.0% | +11.2% |
| 6M | +19.7% | -7.0% | +26.7% | +20.8% |
| YTD | +39.6% | +0.5% | +39.1% | +38.1% |
| 1Y | +36.4% | +0.2% | +36.2% | +35.0% |
| 3Y | +70.2% | -7.4% | +77.6% | +68.4% |
| 5Y | +169.2% | -39.7% | +208.9% | +189.0% |
| All | +220.3% | +114.8% | +105.5% | +162.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling