+443.5%
SHEL vs SBAC
+2,208.1%
-1,764.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.8% |
| 7D | +2.2% | -0.8% | +3.0% | +2.3% |
| 30D | +6.8% | +6.9% | -0.1% | +6.1% |
| 3M | +8.1% | -8.2% | +16.3% | +9.0% |
| 6M | +14.4% | -1.6% | +16.0% | +14.1% |
| YTD | +30.0% | -0.1% | +30.1% | +29.4% |
| 1Y | +33.3% | -0.5% | +33.8% | +32.7% |
| 3Y | +66.4% | -9.1% | +75.5% | +66.0% |
| 5Y | +178.6% | -43.8% | +222.4% | +189.9% |
| 10Y | +198.4% | +80.5% | +117.9% | +173.9% |
| All | +443.5% | +2,208.1% | -1,764.6% | +252.2% |
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