+66.8%
SHEL vs STT
+183.8%
-117.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.3% |
| 7D | -3.9% | +0.4% | -4.4% | -4.0% |
| 30D | -3.7% | -0.4% | -3.2% | -3.7% |
| 3M | +9.1% | -6.5% | +15.6% | +10.4% |
| 6M | +16.7% | +17.2% | -0.5% | +11.9% |
| YTD | +36.8% | +38.2% | -1.4% | +25.2% |
| 1Y | +31.8% | +49.3% | -17.5% | +17.8% |
| All | +66.8% | +183.8% | -117.0% | +22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling