+215.5%
SHEL vs ELF
+299.0%
-83.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | +0.8% |
| 7D | +3.9% | -10.8% | +14.8% | +5.1% |
| 30D | +7.0% | +0.8% | +6.2% | +6.7% |
| 3M | +12.5% | +64.8% | -52.3% | +6.2% |
| 6M | +14.8% | +19.0% | -4.2% | +11.7% |
| YTD | +34.2% | +25.9% | +8.2% | +29.0% |
| 1Y | +37.0% | -28.8% | +65.8% | +38.7% |
| 3Y | +70.9% | -29.6% | +100.5% | +62.7% |
| 5Y | +192.5% | +216.2% | -23.7% | +106.4% |
| All | +215.5% | +299.0% | -83.5% | +86.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling