+307.0%
SHEL vs SIMO
+3,332.4%
-3,025.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.7% | -8.0% | -0.5% |
| 7D | +2.2% | +4.2% | -2.0% | +1.6% |
| 30D | +6.8% | +4.1% | +2.8% | +5.7% |
| 3M | +8.1% | -12.9% | +21.0% | +8.1% |
| 6M | +14.4% | +110.3% | -95.9% | -1.2% |
| YTD | +30.0% | +178.6% | -148.6% | +7.0% |
| 1Y | +33.3% | +220.0% | -186.7% | +7.0% |
| 3Y | +66.4% | +409.0% | -342.6% | +22.0% |
| 5Y | +178.6% | +277.3% | -98.7% | +107.1% |
| 10Y | +198.4% | +506.6% | -308.2% | +97.3% |
| All | +307.0% | +3,332.4% | -3,025.4% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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