+125.6%
SHEL vs EQX
+232.0%
-106.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.7% |
| 7D | +4.1% | -3.2% | +7.3% | +4.4% |
| 30D | +8.4% | +7.8% | +0.6% | +7.3% |
| 3M | +13.7% | +21.3% | -7.6% | +10.8% |
| 6M | +12.7% | -22.4% | +35.1% | +14.6% |
| YTD | +35.3% | -11.3% | +46.6% | +34.7% |
| 1Y | +39.4% | +13.5% | +25.9% | +34.0% |
| 3Y | +71.5% | +162.1% | -90.7% | +43.2% |
| 5Y | +195.0% | +84.2% | +110.8% | +148.3% |
| All | +125.6% | +232.0% | -106.4% | +96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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