+66.9%
SHEL vs SNAP
-54.3%
+121.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.6% |
| 7D | -6.7% | -10.6% | +3.9% | -6.3% |
| 30D | -2.9% | -19.7% | +16.8% | -2.2% |
| 3M | +9.1% | -6.5% | +15.6% | +9.1% |
| 6M | +17.9% | -17.8% | +35.7% | +18.5% |
| YTD | +36.0% | -38.0% | +74.0% | +38.6% |
| 1Y | +31.8% | -42.5% | +74.2% | +34.9% |
| 3Y | +66.9% | -55.8% | +122.7% | +70.1% |
| All | +66.9% | -54.3% | +121.2% | +70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling