+192.5%
SHEL vs SRE
+46.9%
+145.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.8% |
| 7D | +3.9% | -0.7% | +4.6% | +4.2% |
| 30D | +7.0% | -1.7% | +8.7% | +7.4% |
| 3M | +12.5% | -7.1% | +19.6% | +15.1% |
| 6M | +14.8% | -8.4% | +23.1% | +17.8% |
| YTD | +34.2% | -3.5% | +37.7% | +35.1% |
| 1Y | +37.0% | +5.4% | +31.6% | +33.5% |
| 3Y | +70.9% | +29.5% | +41.4% | +45.8% |
| 5Y | +192.5% | +48.3% | +144.2% | +125.9% |
| All | +192.5% | +46.9% | +145.6% | +125.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling