+2,650.9%
SHEL vs EIX
+1,175.7%
+1,475.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +0.8% | +1.4% | -0.6% | +0.4% |
| 30D | -3.6% | +8.5% | -12.1% | -5.7% |
| 3M | +12.0% | -13.5% | +25.5% | +14.6% |
| 6M | +19.7% | -12.4% | +32.1% | +21.6% |
| YTD | +39.6% | +5.9% | +33.7% | +34.6% |
| 1Y | +36.4% | +7.6% | +28.8% | +30.9% |
| 3Y | +70.2% | +12.8% | +57.4% | +58.1% |
| 5Y | +169.2% | +19.2% | +150.0% | +144.2% |
| 10Y | +217.1% | +34.9% | +182.2% | +171.4% |
| All | +2,650.9% | +1,175.7% | +1,475.2% | +1,356.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling