+210.7%
SHEL vs STRL
+4,073.8%
-3,863.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.3% | -0.1% |
| 7D | -3.9% | +7.1% | -11.0% | -5.2% |
| 30D | -3.7% | -39.4% | +35.7% | +2.4% |
| 3M | +9.1% | -43.0% | +52.0% | +16.4% |
| 6M | +16.7% | -65.0% | +81.7% | +31.8% |
| YTD | +36.8% | -0.8% | +37.6% | +24.1% |
| 1Y | +31.8% | -20.3% | +52.1% | +23.8% |
| 3Y | +67.9% | +356.5% | -288.6% | -0.4% |
| 5Y | +163.3% | +952.8% | -789.5% | +19.6% |
| 10Y | +210.7% | +3,877.1% | -3,666.4% | +1.8% |
| All | +210.7% | +4,073.8% | -3,863.1% | +1.8% |
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