+210.0%
SHEL vs SNY
+64.5%
+145.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +4.1% | -3.3% | +7.4% | +5.2% |
| 30D | +8.4% | -2.2% | +10.5% | +9.1% |
| 3M | +13.7% | -3.0% | +16.7% | +14.5% |
| 6M | +12.7% | +2.7% | +10.0% | +11.0% |
| YTD | +35.3% | -6.8% | +42.2% | +37.4% |
| 1Y | +39.4% | -5.3% | +44.6% | +40.3% |
| 3Y | +71.5% | -9.8% | +81.2% | +70.5% |
| 5Y | +195.0% | +9.7% | +185.3% | +161.0% |
| All | +210.0% | +64.5% | +145.5% | +145.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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