+23.1%
STM vs SHEL
+179.1%
-156.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.6% |
| 7D | +5.8% | +2.2% | +3.5% | +4.8% |
| 30D | -1.0% | +6.8% | -7.8% | -3.7% |
| 3M | -33.3% | +8.1% | -41.4% | -35.5% |
| 6M | +57.4% | +14.4% | +43.0% | +47.5% |
| YTD | +102.2% | +30.0% | +72.2% | +78.9% |
| 1Y | +99.6% | +33.3% | +66.3% | +74.1% |
| 3Y | +14.5% | +66.4% | -51.9% | -8.8% |
| All | +23.1% | +179.1% | -156.0% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling