+2,460.3%
SHEL vs SMTC
+62,999.7%
-60,539.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.2% | -8.6% | -0.1% |
| 7D | +2.2% | +12.7% | -10.5% | +1.1% |
| 30D | +6.8% | +22.0% | -15.1% | +4.5% |
| 3M | +8.1% | -12.7% | +20.8% | +8.2% |
| 6M | +14.4% | +64.8% | -50.4% | +7.2% |
| YTD | +30.0% | +100.7% | -70.7% | +19.3% |
| 1Y | +33.3% | +146.9% | -113.6% | +19.5% |
| 3Y | +66.4% | +456.8% | -390.4% | +31.2% |
| 5Y | +178.6% | +89.2% | +89.3% | +138.2% |
| 10Y | +198.4% | +426.9% | -228.4% | +130.6% |
| All | +2,460.3% | +62,999.7% | -60,539.5% | +1,436.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling