+112.1%
SHEL vs SITM
+4,507.3%
-4,395.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.7% | +2.7% |
| 7D | +1.9% | +8.4% | -6.4% | +1.2% |
| 30D | +8.7% | -17.4% | +26.1% | +10.3% |
| 3M | +11.0% | -9.8% | +20.8% | +10.8% |
| 6M | +14.6% | +83.0% | -68.4% | +5.4% |
| YTD | +33.3% | +69.6% | -36.3% | +22.8% |
| 1Y | +37.9% | +144.9% | -107.0% | +20.9% |
| 3Y | +69.7% | +429.9% | -360.1% | +29.1% |
| 5Y | +190.2% | +169.2% | +21.0% | +120.8% |
| All | +112.1% | +4,507.3% | -4,395.2% | -10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling