+2,460.3%
SHEL vs SO
+5,976.4%
-3,516.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.0% |
| 7D | +2.2% | -0.2% | +2.4% | +2.3% |
| 30D | +6.8% | -4.6% | +11.4% | +8.7% |
| 3M | +8.1% | -3.0% | +11.1% | +9.2% |
| 6M | +14.4% | -8.3% | +22.7% | +17.9% |
| YTD | +30.0% | +3.5% | +26.4% | +27.7% |
| 1Y | +33.3% | -0.9% | +34.3% | +33.0% |
| 3Y | +66.4% | +45.4% | +21.1% | +41.1% |
| 5Y | +178.6% | +59.6% | +119.0% | +124.6% |
| 10Y | +198.4% | +156.6% | +41.8% | +94.5% |
| All | +2,460.3% | +5,976.4% | -3,516.1% | +616.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling