+220.3%
SHEL vs EAT
+320.8%
-100.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +1.0% | +1.3% |
| 7D | +0.8% | -4.0% | +4.8% | +1.6% |
| 30D | -3.6% | -2.9% | -0.7% | -3.4% |
| 3M | +12.0% | -16.9% | +28.9% | +15.3% |
| 6M | +19.7% | +57.0% | -37.3% | +7.6% |
| YTD | +39.6% | +38.2% | +1.5% | +27.1% |
| 1Y | +36.4% | +69.3% | -32.8% | +18.5% |
| 3Y | +70.2% | +483.0% | -412.8% | +4.7% |
| 5Y | +169.2% | +364.1% | -194.9% | +64.5% |
| All | +220.3% | +320.8% | -100.5% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling