+207.4%
SHEL vs EL
+25.3%
+182.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.8% |
| 7D | +3.9% | -4.4% | +8.3% | +4.8% |
| 30D | +7.0% | +10.3% | -3.3% | +4.4% |
| 3M | +12.5% | +13.4% | -0.9% | +8.9% |
| 6M | +14.8% | +3.1% | +11.7% | +12.4% |
| YTD | +34.2% | -6.9% | +41.1% | +33.5% |
| 1Y | +37.0% | +11.9% | +25.1% | +29.7% |
| 3Y | +70.9% | -33.8% | +104.7% | +76.2% |
| 5Y | +192.5% | -69.0% | +261.5% | +280.9% |
| All | +207.4% | +25.3% | +182.1% | +153.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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