+70.0%
SHEL vs ENTG
+42.3%
+27.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.3% | +0.6% |
| 7D | +3.9% | +5.1% | -1.2% | +3.6% |
| 30D | +7.0% | -8.5% | +15.5% | +7.4% |
| 3M | +12.5% | +6.7% | +5.8% | +10.7% |
| 6M | +14.8% | +17.7% | -3.0% | +11.0% |
| YTD | +34.2% | +63.5% | -29.3% | +24.5% |
| 1Y | +37.0% | +73.6% | -36.6% | +25.5% |
| All | +70.0% | +42.3% | +27.7% | +62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling