+207.4%
SHEL vs SM
+23.2%
+184.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.3% |
| 7D | +3.9% | +2.1% | +1.8% | +3.4% |
| 30D | +7.0% | +18.1% | -11.2% | +3.1% |
| 3M | +12.5% | +17.0% | -4.5% | +8.2% |
| 6M | +14.8% | +55.4% | -40.7% | +3.0% |
| YTD | +34.2% | +108.6% | -74.4% | +12.6% |
| 1Y | +37.0% | +45.7% | -8.7% | +23.6% |
| 3Y | +70.9% | -0.3% | +71.2% | +62.1% |
| 5Y | +192.5% | +113.0% | +79.5% | +128.9% |
| All | +207.4% | +23.2% | +184.2% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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