+207.4%
SHEL vs EAT
+379.9%
-172.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | +3.9% | -6.2% | +10.1% | +5.2% |
| 30D | +7.0% | -3.0% | +10.0% | +7.3% |
| 3M | +12.5% | +45.6% | -33.1% | +3.7% |
| 6M | +14.8% | +53.5% | -38.8% | +3.5% |
| YTD | +34.2% | +49.6% | -15.4% | +21.1% |
| 1Y | +37.0% | +38.9% | -1.9% | +24.5% |
| 3Y | +70.9% | +589.7% | -518.8% | +1.8% |
| 5Y | +192.5% | +318.7% | -126.1% | +85.9% |
| All | +207.4% | +379.9% | -172.5% | +39.8% |
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