+188.1%
SHEL vs SNAP
-77.7%
+265.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.8% | -6.2% | +0.2% |
| 7D | -3.9% | -9.8% | +5.9% | -3.4% |
| 30D | -3.7% | -18.2% | +14.6% | -2.6% |
| 3M | +9.1% | -3.1% | +12.2% | +8.9% |
| 6M | +16.7% | -7.1% | +23.8% | +16.5% |
| YTD | +36.8% | -33.8% | +70.7% | +39.0% |
| 1Y | +31.8% | -39.0% | +70.8% | +34.6% |
| 3Y | +67.9% | -52.8% | +120.7% | +69.3% |
| 5Y | +163.3% | -90.0% | +253.3% | +183.1% |
| All | +188.1% | -77.7% | +265.8% | +140.2% |
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