+207.4%
SHEL vs EQT
+52.9%
+154.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | +3.9% | -1.2% | +5.1% | +4.1% |
| 30D | +7.0% | +1.1% | +5.9% | +6.7% |
| 3M | +12.5% | +4.8% | +7.7% | +11.4% |
| 6M | +14.8% | -10.6% | +25.3% | +16.8% |
| YTD | +34.2% | +3.4% | +30.7% | +32.9% |
| 1Y | +37.0% | +8.7% | +28.3% | +34.2% |
| 3Y | +70.9% | +35.0% | +35.9% | +58.4% |
| 5Y | +192.5% | +204.2% | -11.7% | +133.9% |
| All | +207.4% | +52.9% | +154.6% | +166.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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