+484.0%
SHEL vs SBAC
+2,222.3%
-1,738.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.2% |
| 7D | +0.8% | +0.6% | +0.2% | +0.7% |
| 30D | -3.6% | +5.5% | -9.1% | -4.2% |
| 3M | +12.0% | +3.1% | +9.0% | +11.5% |
| 6M | +19.7% | -7.0% | +26.7% | +20.3% |
| YTD | +39.6% | +0.5% | +39.1% | +38.8% |
| 1Y | +36.4% | +0.2% | +36.2% | +35.6% |
| 3Y | +70.2% | -7.4% | +77.6% | +69.4% |
| 5Y | +169.2% | -39.7% | +208.9% | +178.1% |
| 10Y | +217.1% | +112.5% | +104.5% | +186.3% |
| All | +484.0% | +2,222.3% | -1,738.3% | +277.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling