+2,614.8%
SHEL vs SO
+6,277.0%
-3,662.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.3% |
| 7D | -1.6% | -0.9% | -0.6% | -1.2% |
| 30D | -4.3% | +4.9% | -9.2% | -6.1% |
| 3M | +10.4% | +0.8% | +9.6% | +9.9% |
| 6M | +17.5% | +0.6% | +17.0% | +16.9% |
| YTD | +37.8% | +8.7% | +29.2% | +32.8% |
| 1Y | +33.8% | +4.0% | +29.8% | +31.1% |
| 3Y | +69.1% | +50.6% | +18.5% | +41.5% |
| 5Y | +165.7% | +77.5% | +88.2% | +105.5% |
| 10Y | +212.9% | +192.0% | +21.0% | +94.0% |
| All | +2,614.8% | +6,277.0% | -3,662.3% | +645.6% |
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