+33.3%
SHEL vs ELF
-17.5%
+50.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.7% |
| 7D | +2.2% | +5.4% | -3.1% | +2.3% |
| 30D | +6.8% | +27.0% | -20.1% | +7.0% |
| 3M | +8.1% | +113.2% | -105.1% | +8.2% |
| 6M | +14.4% | +36.6% | -22.2% | +15.4% |
| YTD | +30.0% | +44.2% | -14.3% | +30.4% |
| 1Y | +33.3% | -18.0% | +51.3% | +37.1% |
| All | +33.3% | -17.5% | +50.9% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling