+216.1%
SHEL vs STRL
+3,816.9%
-3,600.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.5% | +0.8% |
| 7D | -1.6% | +23.4% | -25.0% | -4.6% |
| 30D | -4.3% | -39.5% | +35.2% | +1.8% |
| 3M | +10.4% | -45.1% | +55.4% | +18.5% |
| 6M | +17.5% | -64.6% | +82.1% | +32.5% |
| YTD | +37.8% | -1.5% | +39.3% | +25.2% |
| 1Y | +33.8% | -20.8% | +54.6% | +25.7% |
| 3Y | +69.1% | +353.1% | -284.0% | +0.4% |
| 5Y | +165.7% | +942.9% | -777.2% | +20.8% |
| All | +216.1% | +3,816.9% | -3,600.8% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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