+70.2%
SHEL vs SM
-3.9%
+74.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.5% | +1.4% |
| 7D | +0.8% | +9.4% | -8.6% | -1.7% |
| 30D | -3.6% | -14.4% | +10.8% | +0.1% |
| 3M | +12.0% | +1.6% | +10.5% | +10.8% |
| 6M | +19.7% | +6.3% | +13.3% | +15.9% |
| YTD | +39.6% | +78.8% | -39.1% | +16.0% |
| 1Y | +36.4% | +83.1% | -46.7% | +12.4% |
| 3Y | +70.2% | -5.9% | +76.1% | +57.3% |
| All | +70.2% | -3.9% | +74.1% | +57.3% |
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