+173.6%
SHEL vs SNAP
-77.2%
+250.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.0% | +4.7% | +0.9% |
| 7D | +2.2% | +0.7% | +1.5% | +2.2% |
| 30D | +6.8% | +2.6% | +4.2% | +6.6% |
| 3M | +8.1% | -9.9% | +18.0% | +8.4% |
| 6M | +14.4% | +1.9% | +12.5% | +13.4% |
| YTD | +30.0% | -32.2% | +62.2% | +32.2% |
| 1Y | +33.3% | -22.8% | +56.2% | +34.1% |
| 3Y | +66.4% | -47.6% | +114.1% | +66.8% |
| 5Y | +178.6% | -92.7% | +271.3% | +207.8% |
| All | +173.6% | -77.2% | +250.8% | +128.3% |
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 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