+2,038.9%
STX vs SHEL
+218.8%
+1,820.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | +16.8% | -1.6% | +18.4% | +17.5% |
| 30D | -27.0% | -4.3% | -22.7% | -26.0% |
| 3M | -37.9% | +10.4% | -48.3% | -40.1% |
| 6M | -32.5% | +17.5% | -50.0% | -36.5% |
| YTD | +98.6% | +37.8% | +60.8% | +75.8% |
| 1Y | +93.6% | +33.8% | +59.8% | +72.9% |
| 3Y | +699.1% | +69.1% | +630.0% | +554.1% |
| 5Y | +481.0% | +165.7% | +315.3% | +298.6% |
| All | +2,038.9% | +218.8% | +1,820.1% | +1,286.6% |
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