+20.2%
ETN vs SHEL
+15.0%
+5.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.1% | +4.1% |
| 7D | +3.5% | +4.1% | -0.6% | +4.2% |
| 30D | -7.5% | +8.4% | -15.9% | -6.4% |
| 3M | +8.3% | +13.7% | -5.4% | +11.6% |
| 6M | +20.2% | +12.7% | +7.5% | +26.9% |
| All | +20.2% | +15.0% | +5.2% | +26.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling