+2,595.5%
SHEL vs STT
+6,635.6%
-4,040.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.2% |
| 7D | -3.9% | +0.4% | -4.4% | -4.1% |
| 30D | -3.7% | -0.4% | -3.2% | -3.7% |
| 3M | +9.1% | -6.5% | +15.6% | +10.8% |
| 6M | +16.7% | +17.2% | -0.5% | +11.0% |
| YTD | +36.8% | +38.2% | -1.4% | +23.6% |
| 1Y | +31.8% | +49.3% | -17.5% | +16.4% |
| 3Y | +67.9% | +181.9% | -114.0% | +22.3% |
| 5Y | +163.3% | +106.9% | +56.4% | +104.3% |
| 10Y | +210.7% | +203.1% | +7.6% | +113.1% |
| All | +2,595.5% | +6,635.6% | -4,040.1% | +960.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling