+187.7%
SHEL vs SFM
+117.5%
+70.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -6.5% | +9.0% | +3.1% |
| 7D | +1.9% | -5.8% | +7.8% | +2.4% |
| 30D | +8.7% | -11.4% | +20.0% | +9.6% |
| 3M | +11.0% | -12.2% | +23.2% | +11.9% |
| 6M | +14.6% | -5.2% | +19.7% | +14.5% |
| YTD | +33.3% | -4.5% | +37.7% | +33.0% |
| 1Y | +37.9% | -45.4% | +83.3% | +43.8% |
| 3Y | +69.7% | +91.1% | -21.3% | +57.0% |
| 5Y | +190.2% | +226.8% | -36.6% | +150.2% |
| 10Y | +197.0% | +291.9% | -94.9% | +142.1% |
| All | +187.7% | +117.5% | +70.2% | +148.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling