+2,565.5%
SHEL vs EFX
+6,112.3%
-3,546.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.3% | +0.7% |
| 7D | +4.1% | -4.5% | +8.7% | +5.3% |
| 30D | +8.4% | -6.1% | +14.5% | +9.8% |
| 3M | +13.7% | +6.2% | +7.5% | +11.0% |
| 6M | +12.7% | -11.2% | +23.9% | +14.5% |
| YTD | +35.3% | -21.4% | +56.7% | +40.6% |
| 1Y | +39.4% | -34.3% | +73.7% | +51.3% |
| 3Y | +71.5% | -12.5% | +84.0% | +67.6% |
| 5Y | +195.0% | -35.6% | +230.6% | +203.8% |
| 10Y | +211.1% | +41.8% | +169.3% | +148.5% |
| All | +2,565.5% | +6,112.3% | -3,546.9% | +915.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling