+69.7%
SHEL vs SM
-2.8%
+72.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.6% | -1.1% | +1.6% |
| 7D | +1.9% | -0.2% | +2.1% | +2.0% |
| 30D | +8.7% | +31.5% | -22.9% | +0.6% |
| 3M | +11.0% | +17.3% | -6.4% | +5.5% |
| 6M | +14.6% | +48.5% | -34.0% | +1.1% |
| YTD | +33.3% | +106.3% | -73.0% | +6.9% |
| 1Y | +37.9% | +47.3% | -9.4% | +20.7% |
| 3Y | +69.7% | -1.4% | +71.2% | +56.6% |
| All | +69.7% | -2.8% | +72.5% | +56.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling