+37.0%
SHEL vs SN
+41.3%
-4.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.3% | +0.1% |
| 7D | +3.9% | -7.2% | +11.1% | +3.4% |
| 30D | +7.0% | -13.4% | +20.3% | +5.9% |
| 3M | +12.5% | +26.8% | -14.3% | +13.6% |
| 6M | +14.8% | +44.6% | -29.8% | +16.6% |
| YTD | +34.2% | +45.3% | -11.1% | +36.2% |
| 1Y | +37.0% | +40.1% | -3.1% | +31.3% |
| All | +37.0% | +41.3% | -4.3% | +31.3% |
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