+1,144.9%
STX vs SHEL
+186.2%
+958.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.5% | +3.9% | +5.7% |
| 7D | +10.7% | +1.9% | +8.8% | +10.1% |
| 30D | +11.3% | +8.7% | +2.6% | +8.4% |
| 3M | +3.2% | +11.0% | -7.7% | -0.1% |
| 6M | +157.0% | +14.6% | +142.4% | +145.0% |
| YTD | +229.2% | +33.3% | +195.9% | +197.3% |
| 1Y | +381.8% | +37.9% | +344.0% | +329.6% |
| 3Y | +1,383.2% | +69.7% | +1,313.4% | +1,127.2% |
| 5Y | +1,144.9% | +190.2% | +954.7% | +746.7% |
| All | +1,144.9% | +186.2% | +958.6% | +746.7% |
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