+68.0%
SHEL vs EIX
+10.2%
+57.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -1.6% | -1.5% | -0.1% | -1.4% |
| 30D | -4.3% | +8.1% | -12.4% | -5.2% |
| 3M | +10.4% | -12.1% | +22.5% | +11.4% |
| 6M | +17.5% | -13.4% | +31.0% | +18.6% |
| YTD | +37.8% | +5.6% | +32.2% | +34.0% |
| 1Y | +33.8% | +7.8% | +25.9% | +29.6% |
| All | +68.0% | +10.2% | +57.8% | +59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling