+851.2%
EEM vs SHEL
+618.3%
+232.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.7% |
| 7D | +2.0% | +3.0% | -1.0% | +0.2% |
| 30D | +5.1% | +7.2% | -2.1% | +0.8% |
| 3M | +4.6% | +12.9% | -8.3% | -3.3% |
| 6M | +17.8% | +13.7% | +4.1% | +7.7% |
| YTD | +25.8% | +33.7% | -7.9% | +4.1% |
| 1Y | +36.4% | +37.9% | -1.5% | +10.6% |
| 3Y | +90.0% | +70.2% | +19.8% | +33.1% |
| 5Y | +46.6% | +192.3% | -145.8% | -30.9% |
| 10Y | +132.3% | +207.3% | -75.0% | -12.2% |
| All | +851.2% | +618.3% | +232.9% | +104.4% |
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