+192.3%
SHEL vs SFM
+217.9%
-25.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +0.5% |
| 7D | +3.0% | -7.2% | +10.2% | +3.3% |
| 30D | +7.2% | -14.3% | +21.5% | +7.9% |
| 3M | +12.9% | -13.7% | +26.6% | +13.5% |
| 6M | +13.7% | -6.0% | +19.7% | +13.7% |
| YTD | +33.7% | -8.2% | +41.9% | +33.8% |
| 1Y | +37.9% | -46.2% | +84.1% | +41.1% |
| 3Y | +70.2% | +83.6% | -13.3% | +69.2% |
| 5Y | +192.3% | +212.7% | -20.4% | +194.2% |
| All | +192.3% | +217.9% | -25.5% | +194.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling