+1,890.6%
SHEL vs SM
+1,608.3%
+282.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +1.2% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +6.8% | +26.3% | -19.5% | +1.3% |
| 3M | +8.1% | +8.7% | -0.6% | +5.6% |
| 6M | +14.4% | +51.7% | -37.3% | +3.1% |
| YTD | +30.0% | +99.0% | -69.1% | +10.0% |
| 1Y | +33.3% | +34.6% | -1.3% | +22.2% |
| 3Y | +66.4% | -7.8% | +74.2% | +60.6% |
| 5Y | +178.6% | +104.8% | +73.8% | +117.1% |
| 10Y | +198.4% | +7.2% | +191.2% | +74.9% |
| All | +1,890.6% | +1,608.3% | +282.3% | +421.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling