+69.4%
SHEL vs EMR
+60.1%
+9.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | +3.0% | +0.9% | +2.1% | +2.9% |
| 30D | +7.2% | -5.0% | +12.2% | +8.0% |
| 3M | +12.9% | +5.9% | +7.0% | +11.3% |
| 6M | +13.7% | +7.3% | +6.4% | +11.5% |
| YTD | +33.7% | +14.6% | +19.1% | +28.6% |
| 1Y | +37.9% | +15.6% | +22.2% | +31.9% |
| All | +69.4% | +60.1% | +9.3% | +49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling