+94.8%
SNOW vs SHEL
+68.4%
+26.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | +8.4% | +3.0% | +5.4% | +7.9% |
| 30D | -1.0% | +7.2% | -8.2% | -2.1% |
| 3M | +38.3% | +12.9% | +25.4% | +35.3% |
| 6M | +81.3% | +13.7% | +67.6% | +76.2% |
| YTD | +51.1% | +33.7% | +17.4% | +40.8% |
| 1Y | +47.0% | +37.9% | +9.1% | +35.7% |
| All | +94.8% | +68.4% | +26.4% | +70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling