+2,614.8%
SHEL vs ED
+2,477.8%
+137.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -1.6% | -1.7% | +0.2% | -1.0% |
| 30D | -4.3% | +10.7% | -15.0% | -7.8% |
| 3M | +10.4% | +11.6% | -1.3% | +5.9% |
| 6M | +17.5% | +13.5% | +4.0% | +11.9% |
| YTD | +37.8% | +23.1% | +14.7% | +27.2% |
| 1Y | +33.8% | +23.1% | +10.7% | +23.4% |
| 3Y | +69.1% | +47.9% | +21.2% | +43.3% |
| 5Y | +165.7% | +83.9% | +81.8% | +104.6% |
| 10Y | +212.9% | +142.1% | +70.8% | +103.6% |
| All | +2,614.8% | +2,477.8% | +137.0% | +649.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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