+365.4%
STX vs SHEL
+32.9%
+332.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.7% | +5.7% | +6.3% |
| 7D | +2.4% | +2.2% | +0.1% | +2.1% |
| 30D | +1.4% | +6.8% | -5.5% | +0.7% |
| 3M | -8.2% | +8.1% | -16.3% | -8.2% |
| 6M | +127.0% | +14.4% | +112.6% | +122.0% |
| YTD | +209.1% | +30.0% | +179.2% | +189.9% |
| 1Y | +365.4% | +33.3% | +332.1% | +344.4% |
| All | +365.4% | +32.9% | +332.5% | +344.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling