+192.3%
SHEL vs EL
-68.4%
+260.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.6% |
| 7D | +3.0% | -2.4% | +5.4% | +3.2% |
| 30D | +7.2% | +13.7% | -6.5% | +5.7% |
| 3M | +12.9% | +14.5% | -1.6% | +11.1% |
| 6M | +13.7% | +7.4% | +6.3% | +12.3% |
| YTD | +33.7% | -4.7% | +38.4% | +33.6% |
| 1Y | +37.9% | +12.9% | +24.9% | +34.7% |
| 3Y | +70.2% | -32.2% | +102.5% | +72.0% |
| 5Y | +192.3% | -68.4% | +260.7% | +239.0% |
| All | +192.3% | -68.4% | +260.7% | +239.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling