+69.7%
SHEL vs STLA
-65.4%
+135.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.1% | +5.6% | +2.9% |
| 7D | +1.9% | +0.7% | +1.2% | +1.8% |
| 30D | +8.7% | -2.4% | +11.0% | +8.8% |
| 3M | +11.0% | -23.9% | +34.8% | +14.1% |
| 6M | +14.6% | -24.6% | +39.2% | +17.1% |
| YTD | +33.3% | -50.5% | +83.8% | +44.4% |
| 1Y | +37.9% | -39.8% | +77.7% | +43.2% |
| 3Y | +69.7% | -65.6% | +135.4% | +80.5% |
| All | +69.7% | -65.4% | +135.1% | +80.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling