+664.5%
STM vs SHEL
+201.7%
+462.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -1.0% |
| 7D | +1.7% | +3.0% | -1.4% | +0.1% |
| 30D | -5.2% | +7.2% | -12.4% | -8.5% |
| 3M | -29.6% | +12.9% | -42.5% | -34.3% |
| 6M | +54.4% | +13.7% | +40.7% | +43.0% |
| YTD | +99.5% | +33.7% | +65.8% | +69.5% |
| 1Y | +100.8% | +37.9% | +62.9% | +67.3% |
| 3Y | +20.2% | +70.2% | -50.1% | -10.6% |
| 5Y | +21.1% | +192.3% | -171.2% | -34.8% |
| 10Y | +664.5% | +207.3% | +457.2% | +332.2% |
| All | +664.5% | +201.7% | +462.8% | +332.2% |
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