+210.0%
SHEL vs EMB
+30.3%
+179.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | +4.1% | -1.2% | +5.3% | +5.6% |
| 30D | +8.4% | -1.3% | +9.6% | +9.9% |
| 3M | +13.7% | -1.8% | +15.5% | +15.9% |
| 6M | +12.7% | +0.2% | +12.5% | +11.7% |
| YTD | +35.3% | +0.4% | +34.9% | +33.8% |
| 1Y | +39.4% | +2.8% | +36.5% | +33.7% |
| 3Y | +71.5% | +29.1% | +42.3% | +23.1% |
| 5Y | +195.0% | +6.3% | +188.8% | +188.5% |
| All | +210.0% | +30.3% | +179.7% | +136.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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