+210.0%
SHEL vs EME
+1,362.1%
-1,152.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.5% | -0.6% |
| 7D | +4.1% | +3.5% | +0.6% | +2.9% |
| 30D | +8.4% | -6.3% | +14.7% | +10.5% |
| 3M | +13.7% | -3.8% | +17.5% | +13.6% |
| 6M | +12.7% | +8.5% | +4.2% | +6.6% |
| YTD | +35.3% | +27.8% | +7.5% | +19.6% |
| 1Y | +39.4% | +22.2% | +17.1% | +23.0% |
| 3Y | +71.5% | +253.5% | -182.0% | -12.5% |
| 5Y | +195.0% | +578.6% | -383.6% | +3.4% |
| All | +210.0% | +1,362.1% | -1,152.1% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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