+93.6%
STX vs SHEL
+33.9%
+59.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.2% |
| 7D | +16.8% | -1.6% | +18.4% | +16.8% |
| 30D | -27.0% | -4.3% | -22.7% | -27.0% |
| 3M | -37.9% | +10.4% | -48.3% | -37.9% |
| 6M | -32.5% | +17.5% | -50.0% | -32.0% |
| YTD | +98.6% | +37.8% | +60.8% | +88.5% |
| 1Y | +93.6% | +33.8% | +59.8% | +82.1% |
| All | +93.6% | +33.9% | +59.7% | +82.1% |
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