+33.3%
SHEL vs SMTC
+154.8%
-121.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.2% | -8.5% | +0.7% |
| 7D | +2.2% | +12.7% | -10.5% | +2.3% |
| 30D | +6.8% | +22.0% | -15.1% | +7.0% |
| 3M | +8.1% | -12.7% | +20.8% | +8.1% |
| 6M | +14.4% | +64.8% | -50.4% | +15.8% |
| YTD | +30.0% | +100.7% | -70.7% | +31.6% |
| 1Y | +33.3% | +146.9% | -113.6% | +35.6% |
| All | +33.3% | +154.8% | -121.4% | +35.6% |
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