+37.0%
SHEL vs EMR
+13.6%
+23.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.3% |
| 7D | +3.9% | -1.2% | +5.2% | +3.9% |
| 30D | +7.0% | -9.4% | +16.4% | +6.6% |
| 3M | +12.5% | +8.6% | +3.9% | +12.3% |
| 6M | +14.8% | +6.7% | +8.1% | +15.0% |
| YTD | +34.2% | +13.1% | +21.1% | +35.1% |
| 1Y | +37.0% | +12.7% | +24.3% | +37.4% |
| All | +37.0% | +13.6% | +23.4% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 1y: compounded portfolio wealth divided by compounded EMR 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…
1y analysis · Full analysis span regression · 6 months rolling