+37.0%
SHEL vs ENB
+3.8%
+33.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.2% | +2.0% |
| 7D | +3.9% | -4.6% | +8.5% | +6.0% |
| 30D | +7.0% | -5.2% | +12.2% | +9.4% |
| 3M | +12.5% | -13.4% | +25.9% | +19.7% |
| 6M | +14.8% | -7.8% | +22.6% | +19.1% |
| YTD | +34.2% | +4.9% | +29.3% | +30.8% |
| 1Y | +37.0% | +3.2% | +33.7% | +32.8% |
| All | +37.0% | +3.8% | +33.2% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 1y: compounded portfolio wealth divided by compounded ENB 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…
1y analysis · Full analysis span regression · 6 months rolling