+2,629.4%
SHEL vs ES
+1,235.9%
+1,393.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.2% |
| 7D | -8.8% | +1.9% | -10.7% | -9.4% |
| 30D | +2.3% | +7.1% | -4.7% | +0.1% |
| 3M | +11.6% | -1.9% | +13.5% | +12.0% |
| 6M | +15.7% | +4.4% | +11.3% | +13.6% |
| YTD | +38.6% | +7.3% | +31.2% | +34.6% |
| 1Y | +38.5% | +2.1% | +36.3% | +36.1% |
| 3Y | +66.9% | +41.8% | +25.0% | +45.4% |
| 5Y | +160.6% | +1.4% | +159.1% | +149.1% |
| 10Y | +214.1% | +86.8% | +127.3% | +138.1% |
| All | +2,629.4% | +1,235.9% | +1,393.4% | +1,054.9% |
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