+192.5%
SHEL vs ENB
+61.9%
+130.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.2% | +3.0% |
| 7D | +3.9% | -4.6% | +8.5% | +7.2% |
| 30D | +7.0% | -5.2% | +12.2% | +10.8% |
| 3M | +12.5% | -13.4% | +25.9% | +24.1% |
| 6M | +14.8% | -7.8% | +22.6% | +20.8% |
| YTD | +34.2% | +4.9% | +29.3% | +28.3% |
| 1Y | +37.0% | +3.2% | +33.7% | +32.1% |
| 3Y | +70.9% | +71.0% | -0.1% | +8.0% |
| 5Y | +192.5% | +64.0% | +128.5% | +87.9% |
| All | +192.5% | +61.9% | +130.6% | +87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling