+182.5%
SHEL vs SNAP
-77.0%
+259.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.0% | -3.6% | +0.1% |
| 7D | +3.9% | -3.2% | +7.1% | +4.1% |
| 30D | +7.0% | +0.2% | +6.8% | +6.8% |
| 3M | +12.5% | +2.6% | +9.9% | +11.9% |
| 6M | +14.8% | +12.4% | +2.3% | +13.0% |
| YTD | +34.2% | -31.6% | +65.8% | +36.4% |
| 1Y | +37.0% | -21.7% | +58.7% | +37.6% |
| 3Y | +70.9% | -41.2% | +112.1% | +69.9% |
| 5Y | +192.5% | -92.6% | +285.1% | +222.8% |
| All | +182.5% | -77.0% | +259.5% | +135.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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