+192.5%
SHEL vs EFX
-37.1%
+229.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +3.9% | -11.1% | +15.1% | +4.9% |
| 30D | +7.0% | -7.4% | +14.3% | +7.6% |
| 3M | +12.5% | +1.5% | +11.0% | +11.9% |
| 6M | +14.8% | -13.7% | +28.5% | +15.8% |
| YTD | +34.2% | -21.9% | +56.0% | +36.6% |
| 1Y | +37.0% | -30.8% | +67.8% | +41.4% |
| 3Y | +70.9% | -12.4% | +83.3% | +68.8% |
| 5Y | +192.5% | -35.9% | +228.5% | +201.8% |
| All | +192.5% | -37.1% | +229.6% | +201.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling