+1,352.7%
SHEL vs EME
+62,686.4%
-61,333.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | 0.0% | +1.9% |
| 7D | +1.9% | +5.2% | -3.2% | +0.6% |
| 30D | +8.7% | -5.4% | +14.0% | +10.0% |
| 3M | +11.0% | -6.1% | +17.1% | +11.5% |
| 6M | +14.6% | +9.7% | +4.9% | +9.7% |
| YTD | +33.3% | +26.6% | +6.7% | +22.4% |
| 1Y | +37.9% | +24.6% | +13.2% | +25.8% |
| 3Y | +69.7% | +249.6% | -179.8% | +12.0% |
| 5Y | +190.2% | +556.6% | -366.4% | +57.7% |
| 10Y | +197.0% | +1,286.6% | -1,089.6% | +31.2% |
| All | +1,352.7% | +62,686.4% | -61,333.7% | +331.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling