+71.7%
SHEL vs STRL
+337.2%
-265.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +15.0% | -15.2% | -0.7% |
| 7D | -5.8% | -13.3% | +7.6% | -5.5% |
| 30D | -1.3% | -43.3% | +42.0% | +0.2% |
| 3M | +12.7% | -46.9% | +59.6% | +14.6% |
| 6M | +19.9% | -65.6% | +85.5% | +23.3% |
| YTD | +38.3% | -5.1% | +43.3% | +33.9% |
| 1Y | +35.7% | -23.1% | +58.7% | +32.8% |
| 3Y | +71.7% | +346.8% | -275.1% | +48.2% |
| All | +71.7% | +337.2% | -265.5% | +48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling