+2,460.3%
SHEL vs EMR
+4,039.8%
-1,579.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.1% | -0.1% |
| 7D | +2.2% | -1.5% | +3.8% | +2.9% |
| 30D | +6.8% | -5.6% | +12.5% | +9.4% |
| 3M | +8.1% | +7.9% | +0.2% | +3.2% |
| 6M | +14.4% | +6.0% | +8.4% | +8.7% |
| YTD | +30.0% | +16.4% | +13.5% | +17.5% |
| 1Y | +33.3% | +16.6% | +16.7% | +19.6% |
| 3Y | +66.4% | +62.9% | +3.6% | +22.9% |
| 5Y | +178.6% | +60.1% | +118.5% | +104.9% |
| 10Y | +198.4% | +268.7% | -70.3% | +49.0% |
| All | +2,460.3% | +4,039.8% | -1,579.6% | +722.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling