+165.7%
SHEL vs SBAC
-41.3%
+207.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.9% |
| 7D | -1.6% | -3.4% | +1.8% | -1.2% |
| 30D | -4.3% | +2.6% | -6.9% | -4.6% |
| 3M | +10.4% | +2.6% | +7.8% | +9.9% |
| 6M | +17.5% | -11.5% | +29.1% | +18.9% |
| YTD | +37.8% | -1.6% | +39.4% | +37.2% |
| 1Y | +33.8% | -5.1% | +38.9% | +33.7% |
| 3Y | +69.1% | -9.3% | +78.4% | +68.5% |
| 5Y | +165.7% | -41.0% | +206.7% | +172.0% |
| All | +165.7% | -41.3% | +207.0% | +172.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling