+29.6%
SNOW vs SHEL
+335.1%
-305.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.4% |
| 7D | -2.4% | +4.1% | -6.5% | -3.2% |
| 30D | -1.0% | +8.4% | -9.4% | -2.6% |
| 3M | +36.9% | +13.7% | +23.1% | +33.2% |
| 6M | +83.4% | +12.7% | +70.6% | +78.4% |
| YTD | +50.0% | +35.3% | +14.7% | +40.0% |
| 1Y | +46.5% | +39.4% | +7.2% | +35.8% |
| 3Y | +93.3% | +71.5% | +21.9% | +70.5% |
| 5Y | +3.3% | +195.0% | -191.7% | -14.4% |
| All | +29.6% | +335.1% | -305.6% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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