+69.4%
SHEL vs ELF
-27.2%
+96.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.3% | +0.4% |
| 7D | +3.0% | -6.8% | +9.8% | +3.2% |
| 30D | +7.2% | +5.1% | +2.1% | +7.0% |
| 3M | +12.9% | +79.8% | -66.9% | +11.0% |
| 6M | +13.7% | +29.7% | -16.0% | +12.8% |
| YTD | +33.7% | +31.6% | +2.1% | +32.3% |
| 1Y | +37.9% | -27.9% | +65.8% | +39.1% |
| All | +69.4% | -27.2% | +96.6% | +62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling