+2,650.9%
SHEL vs EMR
+4,423.3%
-1,772.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.8% | +2.8% | -2.1% | -0.6% |
| 30D | -3.6% | +3.7% | -7.2% | -5.4% |
| 3M | +12.0% | +2.0% | +10.0% | +10.3% |
| 6M | +19.7% | +22.1% | -2.4% | +7.4% |
| YTD | +39.6% | +27.2% | +12.4% | +20.7% |
| 1Y | +36.4% | +32.0% | +4.4% | +15.7% |
| 3Y | +70.2% | +103.3% | -33.1% | +12.9% |
| 5Y | +169.2% | +88.2% | +81.0% | +83.3% |
| 10Y | +217.1% | +280.4% | -63.4% | +55.3% |
| All | +2,650.9% | +4,423.3% | -1,772.4% | +744.9% |
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