+444.1%
STM vs SHEL
+195.4%
+248.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +1.2% |
| 7D | -7.9% | -6.7% | -1.3% | -4.6% |
| 30D | -14.1% | -2.9% | -11.2% | -13.1% |
| 3M | -17.6% | +9.1% | -26.7% | -21.7% |
| 6M | -24.2% | +17.9% | -42.2% | -31.3% |
| YTD | +73.3% | +36.0% | +37.3% | +44.9% |
| 1Y | +90.1% | +31.8% | +58.3% | +61.6% |
| 3Y | +10.3% | +66.9% | -56.5% | -17.5% |
| 5Y | -5.7% | +160.6% | -166.3% | -46.0% |
| 10Y | +444.1% | +197.5% | +246.6% | +199.6% |
| All | +444.1% | +195.4% | +248.7% | +199.6% |
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