+37.9%
SHEL vs SUI
-5.1%
+42.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +2.7% |
| 7D | +1.9% | -3.1% | +5.1% | +2.2% |
| 30D | +8.7% | -2.3% | +11.0% | +8.8% |
| 3M | +11.0% | -2.8% | +13.8% | +11.3% |
| 6M | +14.6% | -12.4% | +26.9% | +16.2% |
| YTD | +33.3% | -3.3% | +36.6% | +34.0% |
| 1Y | +37.9% | -5.8% | +43.7% | +38.0% |
| All | +37.9% | -5.1% | +42.9% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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