+210.0%
SHEL vs SMTC
+548.2%
-338.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.3% | +0.1% |
| 7D | +4.1% | +13.1% | -9.0% | +2.2% |
| 30D | +8.4% | +19.5% | -11.1% | +5.0% |
| 3M | +13.7% | +2.2% | +11.5% | +11.3% |
| 6M | +12.7% | +94.9% | -82.2% | -2.0% |
| YTD | +35.3% | +127.0% | -91.6% | +14.0% |
| 1Y | +39.4% | +174.6% | -135.2% | +12.5% |
| 3Y | +71.5% | +615.9% | -544.5% | -1.0% |
| 5Y | +195.0% | +125.6% | +69.4% | +122.7% |
| All | +210.0% | +548.2% | -338.2% | +71.8% |
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