+3,476.8%
STX vs SHEL
+211.3%
+3,265.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.0% | -2.8% |
| 7D | +8.0% | +3.9% | +4.0% | +6.6% |
| 30D | +5.1% | +7.0% | -1.9% | +2.7% |
| 3M | +5.8% | +12.5% | -6.7% | +1.4% |
| 6M | +124.9% | +14.8% | +110.2% | +113.5% |
| YTD | +213.9% | +34.2% | +179.7% | +181.5% |
| 1Y | +350.4% | +37.0% | +313.4% | +300.4% |
| 3Y | +1,314.2% | +70.9% | +1,243.3% | +1,056.2% |
| 5Y | +1,092.8% | +192.5% | +900.3% | +693.6% |
| All | +3,476.8% | +211.3% | +3,265.5% | +2,336.4% |
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 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