+188.8%
SHEL vs ELV
+24.6%
+164.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.5% | -4.3% | +0.7% |
| 7D | +4.1% | +2.8% | +1.4% | +3.8% |
| 30D | +8.4% | +4.9% | +3.5% | +7.9% |
| 3M | +13.7% | +4.9% | +8.8% | +13.1% |
| 6M | +12.7% | +45.1% | -32.4% | +8.3% |
| YTD | +35.3% | +20.7% | +14.6% | +31.9% |
| 1Y | +39.4% | +35.0% | +4.3% | +33.7% |
| 3Y | +71.5% | -2.4% | +73.9% | +69.5% |
| All | +188.8% | +24.6% | +164.2% | +161.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling