+37.9%
SHEL vs STT
+76.7%
-38.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +3.0% | +1.0% | +2.0% | +3.0% |
| 30D | +7.2% | +2.8% | +4.4% | +7.0% |
| 3M | +12.9% | +18.1% | -5.2% | +11.6% |
| 6M | +13.7% | +59.2% | -45.5% | +9.4% |
| YTD | +33.7% | +51.5% | -17.8% | +29.1% |
| 1Y | +37.9% | +75.7% | -37.8% | +33.6% |
| All | +37.9% | +76.7% | -38.8% | +33.6% |
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