+39.4%
SHEL vs EFX
-30.9%
+70.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.3% | +0.9% |
| 7D | +4.1% | -4.5% | +8.7% | +3.9% |
| 30D | +8.4% | -6.1% | +14.5% | +8.1% |
| 3M | +13.7% | +6.2% | +7.5% | +13.8% |
| 6M | +12.7% | -11.2% | +23.9% | +11.8% |
| YTD | +35.3% | -21.4% | +56.7% | +35.3% |
| 1Y | +39.4% | -34.3% | +73.7% | +43.2% |
| All | +39.4% | -30.9% | +70.2% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 1y: compounded portfolio wealth divided by compounded EFX 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…
1y analysis · Full analysis span regression · 6 months rolling