+69.7%
SHEL vs SO
+46.8%
+22.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.6% | +2.4% |
| 7D | +1.9% | +1.0% | +0.9% | +1.8% |
| 30D | +8.7% | -3.2% | +11.8% | +9.2% |
| 3M | +11.0% | -1.7% | +12.7% | +11.2% |
| 6M | +14.6% | -7.2% | +21.7% | +15.9% |
| YTD | +33.3% | +4.6% | +28.7% | +32.2% |
| 1Y | +37.9% | +1.2% | +36.7% | +37.3% |
| 3Y | +69.7% | +45.3% | +24.5% | +55.1% |
| All | +69.7% | +46.8% | +22.9% | +55.1% |
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