+80.6%
SHEL vs SN
+673.1%
-592.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -3.9% | +3.5% | -7.4% | -4.0% |
| 30D | -3.7% | +19.4% | -23.1% | -4.3% |
| 3M | +9.1% | +20.9% | -11.8% | +8.2% |
| 6M | +16.7% | +111.1% | -94.4% | +12.3% |
| YTD | +36.8% | +102.8% | -66.0% | +31.6% |
| 1Y | +31.8% | +146.2% | -114.4% | +24.8% |
| 3Y | +67.9% | +441.4% | -373.5% | +51.4% |
| All | +80.6% | +673.1% | -592.5% | +62.5% |
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