+43.6%
EEM vs SHEL
+190.7%
-147.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.5% | -2.3% |
| 7D | -0.7% | +3.9% | -4.6% | -1.7% |
| 30D | +2.4% | +7.0% | -4.6% | +0.6% |
| 3M | +4.2% | +12.5% | -8.3% | +0.8% |
| 6M | +14.8% | +14.8% | 0.0% | +10.0% |
| YTD | +23.1% | +34.2% | -11.1% | +12.4% |
| 1Y | +32.5% | +37.0% | -4.5% | +20.1% |
| 3Y | +85.9% | +70.9% | +15.0% | +56.9% |
| 5Y | +43.6% | +192.5% | -149.0% | +2.6% |
| All | +43.6% | +190.7% | -147.1% | +2.6% |
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 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