+529.1%
SHEL vs ELV
+2,378.1%
-1,848.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +0.7% |
| 7D | +3.0% | -2.2% | +5.2% | +3.7% |
| 30D | +7.2% | -0.2% | +7.4% | +7.2% |
| 3M | +12.9% | -6.1% | +19.0% | +14.3% |
| 6M | +13.7% | +42.8% | -29.1% | +1.1% |
| YTD | +33.7% | +14.4% | +19.3% | +25.8% |
| 1Y | +37.9% | +28.6% | +9.3% | +24.5% |
| 3Y | +70.2% | -7.4% | +77.7% | +65.0% |
| 5Y | +192.3% | +14.5% | +177.9% | +157.8% |
| 10Y | +207.3% | +257.4% | -50.1% | +79.5% |
| All | +529.1% | +2,378.1% | -1,848.9% | +150.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling