+207.3%
SHEL vs ES
+83.1%
+124.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.7% |
| 7D | +3.0% | 0.0% | +3.0% | +3.0% |
| 30D | +7.2% | -1.0% | +8.2% | +7.4% |
| 3M | +12.9% | +1.5% | +11.4% | +12.3% |
| 6M | +13.7% | -3.5% | +17.2% | +14.3% |
| YTD | +33.7% | +7.0% | +26.7% | +30.8% |
| 1Y | +37.9% | +15.3% | +22.6% | +31.8% |
| 3Y | +70.2% | +30.2% | +40.0% | +55.2% |
| 5Y | +192.3% | -4.3% | +196.6% | +188.2% |
| 10Y | +207.3% | +87.5% | +119.8% | +178.7% |
| All | +207.3% | +83.1% | +124.2% | +178.7% |
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