+43.3%
SHEL vs EIX
+18.9%
+24.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.1% | -5.4% | -2.4% |
| 7D | -3.2% | +4.5% | -7.7% | -3.4% |
| 30D | +5.5% | +15.2% | -9.7% | +4.8% |
| 3M | +14.4% | -11.6% | +26.0% | +14.9% |
| 6M | +16.2% | -8.4% | +24.5% | +15.3% |
| YTD | +42.4% | +8.2% | +34.2% | +32.6% |
| 1Y | +43.3% | +16.6% | +26.7% | +30.6% |
| All | +43.3% | +18.9% | +24.4% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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