+210.0%
SHEL vs SRE
+122.3%
+87.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.2% |
| 7D | +4.1% | -0.8% | +4.9% | +4.5% |
| 30D | +8.4% | -3.0% | +11.4% | +9.6% |
| 3M | +13.7% | -8.3% | +22.0% | +17.8% |
| 6M | +12.7% | -8.9% | +21.6% | +16.8% |
| YTD | +35.3% | -4.3% | +39.6% | +36.9% |
| 1Y | +39.4% | +2.7% | +36.6% | +36.3% |
| 3Y | +71.5% | +28.7% | +42.8% | +44.6% |
| 5Y | +195.0% | +47.1% | +147.9% | +129.6% |
| All | +210.0% | +122.3% | +87.7% | +117.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling