+70.2%
SHEL vs ENB
+72.2%
-2.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | +0.8% | +3.1% | -2.3% | -0.7% |
| 30D | -3.6% | +2.1% | -5.7% | -4.5% |
| 3M | +12.0% | -4.4% | +16.5% | +14.3% |
| 6M | +19.7% | -10.1% | +29.8% | +25.6% |
| YTD | +39.6% | +5.2% | +34.5% | +35.8% |
| 1Y | +36.4% | +4.2% | +32.2% | +33.1% |
| 3Y | +70.2% | +70.1% | +0.1% | +30.2% |
| All | +70.2% | +72.2% | -2.0% | +30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling