+46.5%
SNOW vs SHEL
+39.6%
+6.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.1% |
| 7D | -2.4% | +4.1% | -6.5% | -2.1% |
| 30D | -1.0% | +8.4% | -9.4% | -0.3% |
| 3M | +36.9% | +13.7% | +23.1% | +38.2% |
| 6M | +83.4% | +12.7% | +70.6% | +84.1% |
| YTD | +50.0% | +35.3% | +14.7% | +50.7% |
| 1Y | +46.5% | +39.4% | +7.2% | +52.7% |
| All | +46.5% | +39.6% | +6.9% | +52.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling