+313.8%
SHEL vs STLA
+263.8%
+50.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.4% |
| 7D | +2.2% | +2.6% | -0.3% | +1.6% |
| 30D | +6.8% | -1.2% | +8.1% | +6.9% |
| 3M | +8.1% | -24.8% | +32.9% | +14.4% |
| 6M | +14.4% | -25.6% | +40.0% | +20.3% |
| YTD | +30.0% | -48.9% | +78.9% | +47.2% |
| 1Y | +33.3% | -38.8% | +72.1% | +43.2% |
| 3Y | +66.4% | -64.5% | +131.0% | +96.5% |
| 5Y | +178.6% | -62.4% | +241.0% | +216.7% |
| 10Y | +198.4% | +55.4% | +143.0% | +155.9% |
| All | +313.8% | +263.8% | +50.0% | +239.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling