+190.2%
SHEL vs STT
+150.3%
+39.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.8% | +2.9% |
| 7D | +1.9% | +2.2% | -0.2% | +1.3% |
| 30D | +8.7% | +3.9% | +4.8% | +7.4% |
| 3M | +11.0% | +19.2% | -8.2% | +5.2% |
| 6M | +14.6% | +60.4% | -45.8% | -0.9% |
| YTD | +33.3% | +51.5% | -18.2% | +17.0% |
| 1Y | +37.9% | +76.3% | -38.4% | +15.2% |
| 3Y | +69.7% | +200.7% | -131.0% | +17.6% |
| 5Y | +190.2% | +157.5% | +32.7% | +92.2% |
| All | +190.2% | +150.3% | +39.8% | +92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling