+120.7%
SHEL vs SMR
+1.6%
+119.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.6% | +5.9% | +0.6% |
| 7D | +3.9% | +4.7% | -0.8% | +3.7% |
| 30D | +7.0% | +3.2% | +3.7% | +6.8% |
| 3M | +12.5% | +9.9% | +2.6% | +11.7% |
| 6M | +14.8% | -15.1% | +29.9% | +14.5% |
| YTD | +34.2% | -27.9% | +62.1% | +34.3% |
| 1Y | +37.0% | -70.2% | +107.2% | +40.9% |
| 3Y | +70.9% | +72.5% | -1.6% | +49.0% |
| All | +120.7% | +1.6% | +119.1% | +100.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 5y: compounded portfolio wealth divided by compounded SMR 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…
5y analysis · Full analysis span regression · 6 months rolling