+190.1%
SHEL vs STRL
+2,093.0%
-1,902.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.2% | -0.7% | +2.3% |
| 7D | +1.9% | +10.1% | -8.2% | +1.3% |
| 30D | +8.7% | -8.2% | +16.9% | +9.2% |
| 3M | +11.0% | -43.7% | +54.7% | +14.7% |
| 6M | +14.6% | +27.1% | -12.5% | +8.9% |
| YTD | +33.3% | +64.0% | -30.7% | +23.2% |
| 1Y | +37.9% | +75.2% | -37.3% | +25.4% |
| 3Y | +69.7% | +539.9% | -470.2% | +24.6% |
| 5Y | +190.1% | +2,133.0% | -1,942.8% | +54.8% |
| All | +190.1% | +2,093.0% | -1,902.9% | +54.8% |
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 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