+210.0%
SHEL vs ELV
+280.2%
-70.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | +4.1% | +3.2% | +0.9% | +3.2% |
| 30D | +8.4% | +5.4% | +3.0% | +6.8% |
| 3M | +13.7% | +5.4% | +8.4% | +11.6% |
| 6M | +12.7% | +45.7% | -33.0% | +1.0% |
| YTD | +35.3% | +21.2% | +14.1% | +26.2% |
| 1Y | +39.4% | +35.6% | +3.7% | +25.3% |
| 3Y | +71.5% | -2.0% | +73.5% | +64.7% |
| 5Y | +195.0% | +26.0% | +169.0% | +150.1% |
| All | +210.0% | +280.2% | -70.2% | +114.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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