+2,460.3%
SHEL vs ENB
+11,799.4%
-9,339.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.5% | +1.0% |
| 7D | +2.2% | -0.2% | +2.5% | +2.3% |
| 30D | +6.8% | -2.2% | +9.1% | +7.8% |
| 3M | +8.1% | -10.5% | +18.6% | +13.2% |
| 6M | +14.4% | -5.1% | +19.5% | +16.8% |
| YTD | +30.0% | +9.0% | +21.0% | +25.1% |
| 1Y | +33.3% | +8.2% | +25.1% | +28.6% |
| 3Y | +66.4% | +67.8% | -1.3% | +32.7% |
| 5Y | +178.6% | +69.4% | +109.2% | +123.5% |
| 10Y | +198.4% | +117.5% | +80.9% | +117.7% |
| All | +2,460.3% | +11,799.4% | -9,339.1% | +1,048.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling