+2,375.0%
SHEL vs STZ
+11,030.9%
-8,655.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | +0.8% | +2.6% | -1.8% | +0.3% |
| 30D | -3.6% | +15.2% | -18.8% | -6.3% |
| 3M | +12.0% | +7.6% | +4.4% | +10.1% |
| 6M | +19.7% | +5.3% | +14.4% | +17.9% |
| YTD | +39.6% | +8.6% | +31.0% | +36.0% |
| 1Y | +36.4% | +15.6% | +20.9% | +31.1% |
| 3Y | +70.2% | -35.2% | +105.4% | +81.1% |
| 5Y | +169.2% | -29.1% | +198.3% | +179.5% |
| 10Y | +217.1% | +12.9% | +204.1% | +198.5% |
| All | +2,375.0% | +11,030.9% | -8,655.9% | +1,512.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling