+69.7%
SHEL vs STT
+203.8%
-134.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.8% | +2.8% |
| 7D | +1.9% | +2.2% | -0.2% | +1.4% |
| 30D | +8.7% | +3.9% | +4.8% | +7.6% |
| 3M | +11.0% | +19.2% | -8.2% | +6.3% |
| 6M | +14.6% | +60.4% | -45.8% | +1.4% |
| YTD | +33.3% | +51.5% | -18.2% | +19.5% |
| 1Y | +37.9% | +76.3% | -38.4% | +18.0% |
| 3Y | +69.7% | +200.7% | -131.0% | +24.7% |
| All | +69.7% | +203.8% | -134.1% | +24.7% |
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