+33.3%
SHEL vs STT
+75.3%
-42.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | +2.2% | +0.5% | +1.8% | +2.2% |
| 30D | +6.8% | +3.9% | +3.0% | +6.6% |
| 3M | +8.1% | +20.0% | -11.8% | +6.7% |
| 6M | +14.4% | +55.3% | -40.9% | +10.4% |
| YTD | +30.0% | +53.3% | -23.4% | +25.3% |
| 1Y | +33.3% | +74.7% | -41.4% | +28.2% |
| All | +33.3% | +75.3% | -42.0% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1y: compounded portfolio wealth divided by compounded STT 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…
1y analysis · Full analysis span regression · 6 months rolling