+13.5%
STM vs SHEL
+72.0%
-58.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.2% | +7.0% | +6.8% |
| 7D | -5.6% | -5.8% | +0.2% | -3.1% |
| 30D | -14.4% | -1.3% | -13.1% | -14.3% |
| 3M | -20.5% | +12.7% | -33.2% | -25.5% |
| 6M | -24.5% | +19.9% | -44.4% | -31.8% |
| YTD | +72.7% | +38.3% | +34.4% | +40.0% |
| 1Y | +91.0% | +35.7% | +55.3% | +56.8% |
| 3Y | +13.5% | +71.7% | -58.2% | -19.5% |
| All | +13.5% | +72.0% | -58.5% | -19.5% |
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