+70.0%
SHEL vs EL
-34.4%
+104.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.5% |
| 7D | +3.9% | -4.4% | +8.3% | +4.2% |
| 30D | +7.0% | +10.3% | -3.3% | +6.2% |
| 3M | +12.5% | +13.4% | -0.9% | +11.5% |
| 6M | +14.8% | +3.1% | +11.7% | +14.4% |
| YTD | +34.2% | -6.9% | +41.1% | +34.8% |
| 1Y | +37.0% | +11.9% | +25.1% | +35.4% |
| All | +70.0% | -34.4% | +104.4% | +66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling