+70.0%
SHEL vs SMTC
+546.3%
-476.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +0.5% |
| 7D | +3.9% | +17.5% | -13.6% | +3.3% |
| 30D | +7.0% | +21.3% | -14.3% | +6.1% |
| 3M | +12.5% | +3.1% | +9.4% | +11.9% |
| 6M | +14.8% | +81.7% | -66.9% | +11.0% |
| YTD | +34.2% | +115.9% | -81.8% | +28.4% |
| 1Y | +37.0% | +157.8% | -120.8% | +29.5% |
| All | +70.0% | +546.3% | -476.3% | +50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling