+32.8%
SNOW vs SHEL
+318.0%
-285.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -5.5% |
| 7D | +2.8% | +2.2% | +0.6% | +2.3% |
| 30D | +6.4% | +6.8% | -0.4% | +5.0% |
| 3M | +38.1% | +8.1% | +30.0% | +35.8% |
| 6M | +100.4% | +14.4% | +86.0% | +94.1% |
| YTD | +53.7% | +30.0% | +23.7% | +44.6% |
| 1Y | +52.0% | +33.3% | +18.6% | +42.0% |
| 3Y | +114.7% | +66.4% | +48.2% | +90.3% |
| 5Y | +8.8% | +178.6% | -169.8% | -9.1% |
| All | +32.8% | +318.0% | -285.2% | +34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling