+210.0%
SHEL vs ENTG
+797.5%
-587.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.3% | +0.5% |
| 7D | +4.1% | +1.2% | +2.9% | +3.9% |
| 30D | +8.4% | -12.9% | +21.2% | +10.6% |
| 3M | +13.7% | -3.1% | +16.8% | +11.9% |
| 6M | +12.7% | +21.0% | -8.3% | +4.8% |
| YTD | +35.3% | +67.0% | -31.7% | +17.0% |
| 1Y | +39.4% | +68.6% | -29.3% | +19.0% |
| 3Y | +71.5% | +48.6% | +22.8% | +42.1% |
| 5Y | +195.0% | +18.6% | +176.4% | +141.9% |
| All | +210.0% | +797.5% | -587.5% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 10y: compounded portfolio wealth divided by compounded ENTG 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…
10y analysis · Full analysis span regression · 6 months rolling