+16,011.1%
STX vs SHEL
+602.4%
+15,408.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.7% | +5.7% | +6.0% |
| 7D | +2.4% | +2.2% | +0.1% | +1.3% |
| 30D | +1.4% | +6.8% | -5.5% | -1.8% |
| 3M | -8.2% | +8.1% | -16.3% | -11.8% |
| 6M | +127.0% | +14.4% | +112.6% | +110.9% |
| YTD | +209.1% | +30.0% | +179.2% | +169.5% |
| 1Y | +365.4% | +33.3% | +332.1% | +299.8% |
| 3Y | +1,135.4% | +66.4% | +1,068.9% | +841.6% |
| 5Y | +991.5% | +178.6% | +812.9% | +521.7% |
| 10Y | +3,695.8% | +198.4% | +3,497.4% | +1,750.1% |
| All | +16,011.1% | +602.4% | +15,408.7% | +4,599.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling