+207.4%
SHEL vs SO
+160.7%
+46.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.6% |
| 7D | +3.9% | -1.1% | +5.1% | +4.3% |
| 30D | +7.0% | -3.7% | +10.7% | +8.4% |
| 3M | +12.5% | -5.9% | +18.4% | +14.8% |
| 6M | +14.8% | -7.3% | +22.1% | +17.6% |
| YTD | +34.2% | +3.1% | +31.1% | +32.2% |
| 1Y | +37.0% | -1.0% | +38.0% | +36.7% |
| 3Y | +70.9% | +43.2% | +27.6% | +46.6% |
| 5Y | +192.5% | +59.1% | +133.4% | +137.7% |
| All | +207.4% | +160.7% | +46.7% | +129.8% |
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