+205.6%
SHEL vs ELF
+357.0%
-151.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.5% |
| 7D | +2.2% | +5.4% | -3.1% | +1.7% |
| 30D | +6.8% | +27.0% | -20.1% | +4.1% |
| 3M | +8.1% | +113.2% | -105.1% | -0.6% |
| 6M | +14.4% | +36.6% | -22.2% | +9.8% |
| YTD | +30.0% | +44.2% | -14.3% | +23.3% |
| 1Y | +33.3% | -18.0% | +51.3% | +33.1% |
| 3Y | +66.4% | -19.9% | +86.4% | +56.6% |
| 5Y | +178.6% | +257.7% | -79.1% | +94.5% |
| All | +205.6% | +357.0% | -151.3% | +78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling