+192.5%
SHEL vs EMR
+62.1%
+130.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.8% |
| 7D | +3.9% | -1.2% | +5.2% | +4.3% |
| 30D | +7.0% | -9.4% | +16.4% | +10.0% |
| 3M | +12.5% | +8.6% | +3.9% | +8.8% |
| 6M | +14.8% | +6.7% | +8.1% | +10.8% |
| YTD | +34.2% | +13.1% | +21.1% | +26.0% |
| 1Y | +37.0% | +12.7% | +24.3% | +28.1% |
| 3Y | +70.9% | +58.1% | +12.8% | +32.6% |
| 5Y | +192.5% | +63.6% | +128.9% | +113.0% |
| All | +192.5% | +62.1% | +130.4% | +113.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling