+158.4%
SHEL vs STRL
+916.0%
-757.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +15.0% | -15.2% | -1.1% |
| 7D | -5.8% | -13.3% | +7.6% | -5.2% |
| 30D | -1.3% | -43.3% | +42.0% | +1.8% |
| 3M | +12.7% | -46.9% | +59.6% | +16.4% |
| 6M | +19.9% | -65.6% | +85.5% | +26.6% |
| YTD | +38.3% | -5.1% | +43.3% | +31.4% |
| 1Y | +35.7% | -23.1% | +58.7% | +31.3% |
| 3Y | +71.7% | +346.8% | -275.1% | +24.9% |
| 5Y | +158.4% | +907.2% | -748.7% | +45.4% |
| All | +158.4% | +916.0% | -757.5% | +45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling