+213.7%
SHEL vs EMB
+126.5%
+87.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.4% |
| 7D | -1.6% | -0.7% | -0.9% | -1.0% |
| 30D | -4.3% | +0.5% | -4.8% | -4.8% |
| 3M | +10.4% | -2.5% | +12.9% | +12.5% |
| 6M | +17.5% | -2.0% | +19.6% | +19.2% |
| YTD | +37.8% | -0.9% | +38.7% | +38.1% |
| 1Y | +33.8% | -0.3% | +34.1% | +33.4% |
| 3Y | +69.1% | +29.2% | +39.9% | +35.3% |
| 5Y | +165.7% | +7.4% | +158.3% | +148.2% |
| 10Y | +212.9% | +35.8% | +177.1% | +153.8% |
| All | +213.7% | +126.5% | +87.2% | +155.3% |
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