+164.3%
EWY vs SHEL
+32.9%
+131.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.7% | +3.9% | +4.6% |
| 7D | +4.8% | +2.2% | +2.6% | +4.6% |
| 30D | +11.7% | +6.8% | +4.8% | +11.1% |
| 3M | -7.4% | +8.1% | -15.5% | -7.1% |
| 6M | +40.6% | +14.4% | +26.2% | +34.6% |
| YTD | +94.3% | +30.0% | +64.3% | +75.3% |
| 1Y | +164.3% | +33.3% | +131.0% | +137.7% |
| All | +164.3% | +32.9% | +131.4% | +137.7% |
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