+2,460.3%
SHEL vs STT
+7,372.9%
-4,912.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +2.2% | +0.5% | +1.8% | +2.1% |
| 30D | +6.8% | +3.9% | +3.0% | +5.6% |
| 3M | +8.1% | +20.0% | -11.8% | +2.5% |
| 6M | +14.4% | +55.3% | -40.9% | +0.4% |
| YTD | +30.0% | +53.3% | -23.4% | +14.3% |
| 1Y | +33.3% | +74.7% | -41.4% | +12.7% |
| 3Y | +66.4% | +205.8% | -139.4% | +18.6% |
| 5Y | +178.6% | +145.0% | +33.6% | +106.1% |
| 10Y | +198.4% | +266.0% | -67.6% | +95.1% |
| All | +2,460.3% | +7,372.9% | -4,912.7% | +880.4% |
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