+461.8%
STM vs SHEL
+218.8%
+243.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.1% |
| 7D | +16.3% | -1.6% | +17.9% | +17.2% |
| 30D | -6.3% | -4.3% | -2.0% | -4.4% |
| 3M | -14.1% | +10.4% | -24.5% | -18.8% |
| 6M | -19.6% | +17.5% | -37.1% | -26.9% |
| YTD | +80.1% | +37.8% | +42.3% | +49.6% |
| 1Y | +95.4% | +33.8% | +61.6% | +64.8% |
| 3Y | +14.7% | +69.1% | -54.4% | -14.8% |
| 5Y | -5.4% | +165.7% | -171.1% | -46.4% |
| All | +461.8% | +218.8% | +243.0% | +198.8% |
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