+69.4%
SHEL vs EIX
-4.8%
+74.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.7% |
| 7D | +3.0% | +4.1% | -1.1% | +2.5% |
| 30D | +7.2% | -15.3% | +22.5% | +8.6% |
| 3M | +12.9% | -18.4% | +31.3% | +14.9% |
| 6M | +13.7% | -16.8% | +30.5% | +15.1% |
| YTD | +33.7% | -0.6% | +34.2% | +30.9% |
| 1Y | +37.9% | +10.7% | +27.2% | +32.4% |
| All | +69.4% | -4.8% | +74.1% | +69.9% |
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