+197.5%
SHEL vs ES
+87.3%
+110.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -6.7% | +0.9% | -7.5% | -6.9% |
| 30D | -2.9% | +5.9% | -8.8% | -4.3% |
| 3M | +9.1% | -1.0% | +10.1% | +9.2% |
| 6M | +17.9% | +7.2% | +10.7% | +15.4% |
| YTD | +36.0% | +7.0% | +29.0% | +32.9% |
| 1Y | +31.8% | +0.5% | +31.3% | +30.5% |
| 3Y | +66.9% | +48.7% | +18.2% | +46.5% |
| 5Y | +160.6% | +1.9% | +158.6% | +151.9% |
| 10Y | +197.5% | +89.2% | +108.4% | +173.0% |
| All | +197.5% | +87.3% | +110.2% | +173.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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