+71.5%
SHEL vs SPMO
+155.8%
-84.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | +4.1% | -0.9% | +5.1% | +4.3% |
| 30D | +8.4% | -1.9% | +10.3% | +8.7% |
| 3M | +13.7% | -1.4% | +15.1% | +13.4% |
| 6M | +12.7% | +25.5% | -12.8% | +4.5% |
| YTD | +35.3% | +24.8% | +10.5% | +25.6% |
| 1Y | +39.4% | +24.5% | +14.9% | +29.4% |
| 3Y | +71.5% | +157.1% | -85.7% | +19.1% |
| All | +71.5% | +155.8% | -84.3% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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