+148.7%
EWY vs SHEL
+191.1%
-42.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +3.0% |
| 7D | -0.1% | +4.1% | -4.2% | -1.3% |
| 30D | +7.3% | +8.4% | -1.1% | +4.8% |
| 3M | -5.1% | +13.7% | -18.8% | -9.0% |
| 6M | +42.1% | +12.7% | +29.4% | +36.0% |
| YTD | +94.1% | +35.3% | +58.8% | +74.5% |
| 1Y | +147.8% | +39.4% | +108.5% | +120.4% |
| 3Y | +222.9% | +71.5% | +151.5% | +166.4% |
| All | +148.7% | +191.1% | -42.4% | +69.3% |
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