+69.4%
SHEL vs SBAC
-8.7%
+78.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | +3.0% | +0.2% | +2.8% | +3.0% |
| 30D | +7.2% | +3.9% | +3.4% | +6.8% |
| 3M | +12.9% | -8.2% | +21.1% | +13.6% |
| 6M | +13.7% | -2.8% | +16.5% | +13.7% |
| YTD | +33.7% | -1.5% | +35.2% | +33.2% |
| 1Y | +37.9% | 0.0% | +37.9% | +37.2% |
| All | +69.4% | -8.7% | +78.1% | +71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling