+43.3%
SHEL vs SITM
+47.5%
-4.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -9.4% | +7.1% | -2.5% |
| 7D | -3.2% | -19.5% | +16.4% | -3.7% |
| 30D | +5.5% | -43.2% | +48.7% | +4.2% |
| 3M | +14.4% | -30.8% | +45.2% | +13.5% |
| 6M | +16.2% | -28.6% | +44.7% | +15.8% |
| YTD | +42.4% | +14.2% | +28.2% | +44.9% |
| 1Y | +43.3% | +44.4% | -1.1% | +46.5% |
| All | +43.3% | +47.5% | -4.2% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling