+194.0%
SHEL vs SNAP
-78.1%
+272.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.6% | +1.3% |
| 7D | +0.8% | +6.0% | -5.3% | +0.4% |
| 30D | -3.6% | -13.8% | +10.2% | -2.9% |
| 3M | +12.0% | -0.8% | +12.8% | +11.7% |
| 6M | +19.7% | -6.2% | +25.9% | +19.4% |
| YTD | +39.6% | -34.8% | +74.5% | +42.0% |
| 1Y | +36.4% | -38.7% | +75.1% | +39.3% |
| 3Y | +70.2% | -53.5% | +123.7% | +71.7% |
| 5Y | +169.2% | -90.2% | +259.4% | +189.9% |
| All | +194.0% | -78.1% | +272.1% | +145.3% |
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