+39.4%
SHEL vs SRE
+4.6%
+34.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | +4.1% | -0.8% | +4.9% | +4.3% |
| 30D | +8.4% | -3.0% | +11.4% | +9.0% |
| 3M | +13.7% | -8.3% | +22.0% | +16.0% |
| 6M | +12.7% | -8.9% | +21.6% | +15.2% |
| YTD | +35.3% | -4.3% | +39.6% | +36.5% |
| 1Y | +39.4% | +2.7% | +36.6% | +38.0% |
| All | +39.4% | +4.6% | +34.8% | +38.0% |
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