+68.0%
SHEL vs SFM
+25.7%
+42.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.7% |
| 7D | -1.6% | -0.4% | -1.1% | -1.5% |
| 30D | -4.3% | -19.2% | +14.9% | -3.6% |
| 3M | +10.4% | -40.3% | +50.7% | +13.3% |
| 6M | +17.5% | -40.9% | +58.4% | +20.6% |
| YTD | +37.8% | -35.5% | +73.3% | +40.1% |
| 1Y | +33.8% | -37.4% | +71.2% | +36.3% |
| All | +68.0% | +25.7% | +42.3% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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