+522.2%
SHEL vs SRE
+1,553.2%
-1,031.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +1.8% |
| 7D | +1.9% | +1.4% | +0.5% | +1.3% |
| 30D | +8.7% | +1.9% | +6.8% | +7.5% |
| 3M | +11.0% | -3.3% | +14.2% | +12.4% |
| 6M | +14.6% | -6.4% | +21.0% | +17.5% |
| YTD | +33.3% | -1.8% | +35.1% | +33.5% |
| 1Y | +37.9% | +10.7% | +27.1% | +30.2% |
| 3Y | +69.7% | +31.8% | +38.0% | +42.7% |
| 5Y | +190.2% | +49.2% | +140.9% | +127.7% |
| 10Y | +197.0% | +118.5% | +78.5% | +89.1% |
| All | +522.2% | +1,553.2% | -1,031.0% | +94.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling