+2,623.6%
SHEL vs ES
+1,229.2%
+1,394.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -5.8% | -0.1% | -5.7% | -5.8% |
| 30D | -1.3% | +5.7% | -7.0% | -3.0% |
| 3M | +12.7% | -2.8% | +15.5% | +13.4% |
| 6M | +19.9% | +7.0% | +12.9% | +16.8% |
| YTD | +38.3% | +6.8% | +31.5% | +34.5% |
| 1Y | +35.7% | -0.5% | +36.1% | +34.4% |
| 3Y | +71.7% | +47.2% | +24.5% | +47.9% |
| 5Y | +158.4% | +2.3% | +156.2% | +146.4% |
| 10Y | +204.1% | +85.6% | +118.4% | +131.0% |
| All | +2,623.6% | +1,229.2% | +1,394.3% | +1,054.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling