+179.0%
SHEL vs ES
-5.6%
+184.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | +2.2% | +0.3% | +1.9% | +2.2% |
| 30D | +6.8% | -2.0% | +8.8% | +7.2% |
| 3M | +8.1% | +1.7% | +6.4% | +7.6% |
| 6M | +14.4% | -3.5% | +17.9% | +14.9% |
| YTD | +30.0% | +7.9% | +22.1% | +27.7% |
| 1Y | +33.3% | +17.2% | +16.2% | +28.5% |
| 3Y | +66.4% | +29.3% | +37.1% | +55.7% |
| All | +179.0% | -5.6% | +184.6% | +174.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling