+2,225.0%
SHEL vs STRL
+11,526.8%
-9,301.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +15.0% | -15.2% | -0.8% |
| 7D | -5.8% | -13.3% | +7.6% | -5.4% |
| 30D | -1.3% | -43.3% | +42.0% | +0.7% |
| 3M | +12.7% | -46.9% | +59.6% | +15.1% |
| 6M | +19.9% | -65.6% | +85.5% | +24.1% |
| YTD | +38.3% | -5.1% | +43.3% | +36.2% |
| 1Y | +35.7% | -23.1% | +58.7% | +34.6% |
| 3Y | +71.7% | +346.8% | -275.1% | +56.5% |
| 5Y | +158.4% | +907.2% | -748.7% | +126.7% |
| 10Y | +204.1% | +3,988.2% | -3,784.1% | +152.3% |
| All | +2,225.0% | +11,526.8% | -9,301.8% | +2,229.4% |
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 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