+115.3%
SHEL vs SITM
+4,789.7%
-4,674.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.7% | +0.4% |
| 7D | +4.1% | +3.9% | +0.3% | +3.7% |
| 30D | +8.4% | -6.6% | +15.0% | +8.8% |
| 3M | +13.7% | -11.9% | +25.6% | +13.8% |
| 6M | +12.7% | +81.1% | -68.4% | +3.9% |
| YTD | +35.3% | +80.0% | -44.7% | +24.0% |
| 1Y | +39.4% | +145.8% | -106.5% | +22.3% |
| 3Y | +71.5% | +475.9% | -404.4% | +29.3% |
| 5Y | +195.0% | +189.2% | +5.8% | +122.9% |
| All | +115.3% | +4,789.7% | -4,674.4% | -10.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling