+43.3%
SHEL vs SMTC
+70.8%
-27.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -12.9% | +10.7% | -2.4% |
| 7D | -3.2% | -24.5% | +21.3% | -3.6% |
| 30D | +5.5% | -42.5% | +48.0% | +4.8% |
| 3M | +14.4% | -14.1% | +28.5% | +14.0% |
| 6M | +16.2% | +3.6% | +12.6% | +16.8% |
| YTD | +42.4% | +50.6% | -8.2% | +44.5% |
| 1Y | +43.3% | +72.2% | -29.0% | +44.9% |
| All | +43.3% | +70.8% | -27.6% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 1y: compounded portfolio wealth divided by compounded SMTC 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…
1y analysis · Full analysis span regression · 6 months rolling