+3.5%
SNOW vs SHEL
+190.7%
-187.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -7.5% | +3.9% | -11.4% | -8.5% |
| 30D | -1.3% | +7.0% | -8.3% | -3.2% |
| 3M | +37.4% | +12.5% | +24.9% | +32.6% |
| 6M | +88.1% | +14.8% | +73.3% | +79.5% |
| YTD | +50.3% | +34.2% | +16.1% | +36.0% |
| 1Y | +46.0% | +37.0% | +9.0% | +31.0% |
| 3Y | +98.7% | +70.9% | +27.8% | +63.4% |
| 5Y | +3.5% | +192.5% | -189.0% | -31.3% |
| All | +3.5% | +190.7% | -187.2% | -31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling