+21.7%
STM vs SHEL
+65.3%
-43.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.6% |
| 7D | +5.8% | +2.2% | +3.5% | +4.7% |
| 30D | -1.0% | +6.8% | -7.8% | -4.2% |
| 3M | -33.3% | +8.1% | -41.4% | -35.8% |
| 6M | +57.4% | +14.4% | +43.0% | +45.1% |
| YTD | +102.2% | +30.0% | +72.2% | +72.0% |
| 1Y | +99.6% | +33.3% | +66.3% | +66.2% |
| All | +21.7% | +65.3% | -43.7% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling