+69.7%
SHEL vs STZ
-50.3%
+120.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -5.6% | +8.2% | +3.0% |
| 7D | +1.9% | -7.4% | +9.3% | +2.6% |
| 30D | +8.7% | -10.9% | +19.5% | +9.7% |
| 3M | +11.0% | -13.4% | +24.4% | +12.3% |
| 6M | +14.6% | -16.2% | +30.8% | +16.2% |
| YTD | +33.3% | -10.4% | +43.7% | +33.7% |
| 1Y | +37.9% | -14.8% | +52.6% | +39.1% |
| 3Y | +69.7% | -50.1% | +119.9% | +76.2% |
| All | +69.7% | -50.3% | +120.1% | +76.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling