+192.3%
SHEL vs EIX
+24.3%
+168.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.9% |
| 7D | +3.0% | +4.1% | -1.1% | +2.2% |
| 30D | +7.2% | -15.3% | +22.5% | +9.5% |
| 3M | +12.9% | -18.4% | +31.3% | +16.1% |
| 6M | +13.7% | -16.8% | +30.5% | +16.1% |
| YTD | +33.7% | -0.6% | +34.2% | +30.3% |
| 1Y | +37.9% | +10.7% | +27.2% | +30.5% |
| 3Y | +70.2% | -4.5% | +74.7% | +63.5% |
| 5Y | +192.3% | +24.0% | +168.3% | +156.3% |
| All | +192.3% | +24.3% | +168.1% | +156.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling