+190.1%
SHEL vs SNAP
-78.3%
+268.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +3.0% | +0.9% |
| 7D | -1.6% | +2.6% | -4.1% | -1.7% |
| 30D | -4.3% | -19.6% | +15.3% | -3.2% |
| 3M | +10.4% | +0.4% | +10.0% | +10.0% |
| 6M | +17.5% | -5.9% | +23.5% | +17.2% |
| YTD | +37.8% | -35.3% | +73.1% | +40.2% |
| 1Y | +33.8% | -42.6% | +76.4% | +37.1% |
| 3Y | +69.1% | -53.9% | +123.0% | +70.7% |
| 5Y | +165.7% | -90.3% | +256.0% | +186.2% |
| All | +190.1% | -78.3% | +268.4% | +142.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling