+210.7%
SHEL vs SO
+195.2%
+15.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -3.9% | +0.8% | -4.7% | -4.2% |
| 30D | -3.7% | +7.8% | -11.5% | -6.2% |
| 3M | +9.1% | +2.9% | +6.1% | +7.9% |
| 6M | +16.7% | +2.5% | +14.2% | +15.4% |
| YTD | +36.8% | +10.3% | +26.6% | +31.6% |
| 1Y | +31.8% | +6.4% | +25.4% | +28.3% |
| 3Y | +67.9% | +52.8% | +15.1% | +40.5% |
| 5Y | +163.3% | +78.7% | +84.7% | +103.9% |
| 10Y | +210.7% | +196.3% | +14.4% | +128.3% |
| All | +210.7% | +195.2% | +15.5% | +128.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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