+82.5%
SHEL vs SN
+681.9%
-599.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.2% | -0.3% |
| 7D | -5.8% | +7.6% | -13.4% | -6.0% |
| 30D | -1.3% | +24.1% | -25.4% | -2.1% |
| 3M | +12.7% | +23.7% | -11.0% | +11.7% |
| 6M | +19.9% | +105.5% | -85.7% | +15.5% |
| YTD | +38.3% | +105.1% | -66.8% | +32.9% |
| 1Y | +35.7% | +148.3% | -112.6% | +28.5% |
| 3Y | +71.7% | +438.7% | -367.0% | +54.8% |
| All | +82.5% | +681.9% | -599.4% | +64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling