+220.3%
SHEL vs SMTC
+333.2%
-112.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.1% | +5.4% | +1.9% |
| 7D | +0.8% | +11.0% | -10.2% | -0.8% |
| 30D | -3.6% | -28.5% | +24.9% | -0.2% |
| 3M | +12.0% | -14.2% | +26.3% | +11.6% |
| 6M | +19.7% | -18.0% | +37.7% | +17.8% |
| YTD | +39.6% | +55.5% | -15.9% | +21.9% |
| 1Y | +36.4% | +69.5% | -33.1% | +16.9% |
| 3Y | +70.2% | +699.7% | -629.5% | -8.7% |
| 5Y | +169.2% | +27.4% | +141.8% | +125.8% |
| All | +220.3% | +333.2% | -112.9% | +98.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling