+203.4%
SHEL vs EMB
+131.9%
+71.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.7% | +2.6% |
| 7D | +1.9% | +0.3% | +1.6% | +1.7% |
| 30D | +8.7% | -0.5% | +9.1% | +9.0% |
| 3M | +11.0% | +0.3% | +10.6% | +10.5% |
| 6M | +14.6% | +1.2% | +13.4% | +13.0% |
| YTD | +33.3% | +1.5% | +31.8% | +31.1% |
| 1Y | +37.9% | +4.8% | +33.1% | +32.0% |
| 3Y | +69.7% | +30.4% | +39.4% | +34.9% |
| 5Y | +190.1% | +7.3% | +182.9% | +172.3% |
| 10Y | +197.0% | +29.7% | +167.3% | +145.3% |
| All | +203.4% | +131.9% | +71.6% | +142.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling