+192.3%
SHEL vs STZ
-38.0%
+230.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +3.0% | -6.0% | +9.0% | +3.9% |
| 30D | +7.2% | -8.9% | +16.1% | +8.5% |
| 3M | +12.9% | -12.6% | +25.4% | +14.8% |
| 6M | +13.7% | -17.2% | +30.9% | +16.4% |
| YTD | +33.7% | -10.0% | +43.7% | +34.4% |
| 1Y | +37.9% | -14.3% | +52.2% | +39.7% |
| 3Y | +70.2% | -49.9% | +120.2% | +89.1% |
| 5Y | +192.3% | -38.2% | +230.6% | +196.9% |
| All | +192.3% | -38.0% | +230.3% | +196.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling