+1,244.2%
EWY vs SHEL
+432.3%
+811.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -2.0% | -0.8% |
| 7D | +8.0% | +1.9% | +6.1% | +6.9% |
| 30D | +14.3% | +8.7% | +5.7% | +9.3% |
| 3M | +2.3% | +11.0% | -8.7% | -4.1% |
| 6M | +49.9% | +14.6% | +35.3% | +37.3% |
| YTD | +95.3% | +33.3% | +62.1% | +64.8% |
| 1Y | +161.7% | +37.9% | +123.9% | +116.5% |
| 3Y | +230.2% | +69.7% | +160.4% | +140.3% |
| 5Y | +148.1% | +190.2% | -42.0% | +27.8% |
| 10Y | +293.2% | +197.0% | +96.2% | +75.5% |
| All | +1,244.2% | +432.3% | +811.8% | +284.7% |
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 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