+70.0%
SHEL vs EME
+237.6%
-167.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.4% |
| 7D | +3.9% | +0.9% | +3.0% | +3.8% |
| 30D | +7.0% | -8.4% | +15.4% | +7.7% |
| 3M | +12.5% | -3.6% | +16.1% | +12.4% |
| 6M | +14.8% | +3.6% | +11.2% | +13.4% |
| YTD | +34.2% | +22.5% | +11.7% | +29.9% |
| 1Y | +37.0% | +18.2% | +18.8% | +32.5% |
| All | +70.0% | +237.6% | -167.6% | +52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling