+32.3%
EEM vs SHEL
+39.6%
-7.3%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.4% | +1.2% |
| 7D | -1.3% | +4.1% | -5.4% | -1.4% |
| 30D | +2.1% | +8.4% | -6.3% | +1.9% |
| 3M | +1.0% | +13.7% | -12.7% | +1.0% |
| 6M | +15.9% | +12.7% | +3.2% | +15.1% |
| YTD | +24.6% | +35.3% | -10.7% | +17.5% |
| 1Y | +32.3% | +39.4% | -7.1% | +24.5% |
| All | +32.3% | +39.6% | -7.3% | +24.5% |
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