+33.3%
SHEL vs SN
+46.4%
-13.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.6% |
| 7D | +2.2% | -9.3% | +11.6% | +1.6% |
| 30D | +6.8% | -4.8% | +11.6% | +6.5% |
| 3M | +8.1% | +40.4% | -32.3% | +9.7% |
| 6M | +14.4% | +50.9% | -36.5% | +16.6% |
| YTD | +30.0% | +54.9% | -25.0% | +32.3% |
| 1Y | +33.3% | +43.0% | -9.7% | +33.7% |
| All | +33.3% | +46.4% | -13.0% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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