+2,614.8%
SHEL vs EMR
+4,421.8%
-1,807.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -1.6% | +2.7% | -4.2% | -2.8% |
| 30D | -4.3% | +2.1% | -6.4% | -5.5% |
| 3M | +10.4% | +2.3% | +8.1% | +8.6% |
| 6M | +17.5% | +22.5% | -5.0% | +5.3% |
| YTD | +37.8% | +27.2% | +10.6% | +19.1% |
| 1Y | +33.8% | +28.0% | +5.8% | +15.1% |
| 3Y | +69.1% | +103.4% | -34.3% | +12.1% |
| 5Y | +165.7% | +88.2% | +77.5% | +81.0% |
| 10Y | +212.9% | +280.3% | -67.4% | +53.3% |
| All | +2,614.8% | +4,421.8% | -1,807.0% | +733.9% |
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