+207.4%
SHEL vs EIX
+21.5%
+185.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.7% |
| 7D | +3.9% | +0.8% | +3.1% | +3.6% |
| 30D | +7.0% | -18.8% | +25.8% | +12.2% |
| 3M | +12.5% | -19.7% | +32.2% | +18.1% |
| 6M | +14.8% | -18.2% | +33.0% | +19.4% |
| YTD | +34.2% | -1.7% | +35.9% | +30.7% |
| 1Y | +37.0% | +7.8% | +29.2% | +28.9% |
| 3Y | +70.9% | -5.6% | +76.5% | +63.6% |
| 5Y | +192.5% | +23.7% | +168.9% | +147.3% |
| All | +207.4% | +21.5% | +185.9% | +148.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling