+210.0%
SHEL vs SYY
+116.5%
+93.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.4% |
| 7D | +4.1% | +3.9% | +0.2% | +2.4% |
| 30D | +8.4% | -1.7% | +10.1% | +9.2% |
| 3M | +13.7% | +5.2% | +8.5% | +11.0% |
| 6M | +12.7% | -0.2% | +12.9% | +11.2% |
| YTD | +35.3% | +15.4% | +19.9% | +24.5% |
| 1Y | +39.4% | +5.6% | +33.8% | +33.2% |
| 3Y | +71.5% | +28.9% | +42.6% | +46.0% |
| 5Y | +195.0% | +24.1% | +170.9% | +148.1% |
| All | +210.0% | +116.5% | +93.5% | +100.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 10y: compounded portfolio wealth divided by compounded SYY 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…
10y analysis · Full analysis span regression · 6 months rolling