+66.9%
SHEL vs SO
+51.8%
+15.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -6.7% | -0.1% | -6.5% | -6.6% |
| 30D | -2.9% | +8.7% | -11.6% | -4.2% |
| 3M | +9.1% | +3.4% | +5.7% | +8.5% |
| 6M | +17.9% | +3.7% | +14.2% | +17.1% |
| YTD | +36.0% | +10.0% | +26.0% | +34.0% |
| 1Y | +31.8% | +6.6% | +25.2% | +30.4% |
| 3Y | +66.9% | +52.5% | +14.4% | +58.1% |
| All | +66.9% | +51.8% | +15.0% | +58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling