+33.3%
SHEL vs STZ
-10.2%
+43.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.7% |
| 7D | +2.2% | -1.9% | +4.2% | +2.3% |
| 30D | +6.8% | -1.9% | +8.7% | +6.8% |
| 3M | +8.1% | -6.2% | +14.3% | +8.3% |
| 6M | +14.4% | -14.0% | +28.4% | +15.1% |
| YTD | +30.0% | -5.1% | +35.1% | +29.9% |
| 1Y | +33.3% | -9.6% | +42.9% | +32.4% |
| All | +33.3% | -10.2% | +43.5% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling