+207.3%
SHEL vs STRL
+7,055.3%
-6,848.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.5% |
| 7D | +3.0% | +8.2% | -5.2% | +1.8% |
| 30D | +7.2% | -6.3% | +13.5% | +8.0% |
| 3M | +12.9% | -41.2% | +54.1% | +20.3% |
| 6M | +13.7% | +20.4% | -6.7% | +3.9% |
| YTD | +33.7% | +61.7% | -28.0% | +15.1% |
| 1Y | +37.9% | +72.7% | -34.8% | +15.3% |
| 3Y | +70.2% | +530.9% | -460.7% | +0.5% |
| 5Y | +192.3% | +2,125.4% | -1,933.1% | +20.5% |
| 10Y | +207.3% | +7,301.3% | -7,094.0% | 0.0% |
| All | +207.3% | +7,055.3% | -6,848.0% | 0.0% |
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