+207.4%
SHEL vs STLA
+51.6%
+155.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +3.9% | -3.8% | +7.8% | +5.1% |
| 30D | +7.0% | -3.1% | +10.1% | +7.6% |
| 3M | +12.5% | -19.6% | +32.1% | +19.0% |
| 6M | +14.8% | -23.5% | +38.2% | +21.4% |
| YTD | +34.2% | -51.5% | +85.7% | +61.2% |
| 1Y | +37.0% | -39.7% | +76.7% | +50.4% |
| 3Y | +70.9% | -66.3% | +137.2% | +116.8% |
| 5Y | +192.5% | -63.1% | +255.7% | +244.0% |
| All | +207.4% | +51.6% | +155.8% | +129.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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