+37.0%
SHEL vs ELF
-31.2%
+68.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | +0.3% |
| 7D | +3.9% | -10.8% | +14.8% | +3.8% |
| 30D | +7.0% | +0.8% | +6.2% | +6.9% |
| 3M | +12.5% | +64.8% | -52.3% | +12.5% |
| 6M | +14.8% | +19.0% | -4.2% | +15.6% |
| YTD | +34.2% | +25.9% | +8.2% | +34.4% |
| 1Y | +37.0% | -28.8% | +65.8% | +41.0% |
| All | +37.0% | -31.2% | +68.2% | +41.0% |
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