+2,085.6%
SHEL vs STRL
+19,359.6%
-17,274.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.8% | -5.1% | +0.4% |
| 7D | +2.2% | +3.4% | -1.2% | +2.1% |
| 30D | +6.8% | -9.2% | +16.1% | +7.2% |
| 3M | +8.1% | -51.0% | +59.2% | +10.8% |
| 6M | +14.4% | +15.8% | -1.4% | +12.4% |
| YTD | +30.0% | +58.9% | -28.9% | +25.9% |
| 1Y | +33.3% | +68.5% | -35.2% | +28.4% |
| 3Y | +66.4% | +485.2% | -418.8% | +50.5% |
| 5Y | +178.6% | +2,005.1% | -1,826.5% | +138.0% |
| 10Y | +198.4% | +7,118.0% | -6,919.5% | +142.9% |
| All | +2,085.6% | +19,359.6% | -17,274.0% | +2,052.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling