+43.3%
SHEL vs SRE
-7.5%
+50.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.6% | -1.6% |
| 7D | -3.2% | -2.1% | -1.1% | -2.7% |
| 30D | +5.5% | +6.1% | -0.5% | +4.3% |
| 3M | +14.4% | -3.5% | +17.9% | +15.3% |
| 6M | +16.2% | -10.8% | +27.0% | +19.7% |
| YTD | +42.4% | -4.0% | +46.4% | +43.9% |
| 1Y | +43.3% | -7.7% | +50.9% | +45.5% |
| All | +43.3% | -7.5% | +50.7% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling