+76.4%
SHEL vs SN
+476.8%
-400.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.4% |
| 7D | +3.0% | -3.4% | +6.4% | +3.2% |
| 30D | +7.2% | -9.1% | +16.3% | +7.6% |
| 3M | +12.9% | +31.8% | -18.9% | +11.0% |
| 6M | +13.7% | +52.0% | -38.3% | +10.7% |
| YTD | +33.7% | +51.3% | -17.6% | +30.0% |
| 1Y | +37.9% | +46.9% | -9.0% | +34.3% |
| 3Y | +70.2% | +394.9% | -324.7% | +54.9% |
| All | +76.4% | +476.8% | -400.3% | +60.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling