+165.7%
SHEL vs EL
-65.5%
+231.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.9% |
| 7D | -1.6% | +2.7% | -4.2% | -1.8% |
| 30D | -4.3% | +10.8% | -15.1% | -5.3% |
| 3M | +10.4% | +26.5% | -16.1% | +7.7% |
| 6M | +17.5% | +31.1% | -13.6% | +14.0% |
| YTD | +37.8% | +6.6% | +31.2% | +36.2% |
| 1Y | +33.8% | +21.8% | +12.0% | +30.0% |
| 3Y | +69.1% | +1.8% | +67.3% | +61.7% |
| 5Y | +165.7% | -65.6% | +231.3% | +202.2% |
| All | +165.7% | -65.5% | +231.2% | +202.2% |
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 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