+220.3%
SHEL vs ESI
+318.1%
-97.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.1% | +1.5% |
| 7D | +0.8% | +5.5% | -4.7% | -0.9% |
| 30D | -3.6% | -7.8% | +4.2% | -1.8% |
| 3M | +12.0% | -15.0% | +27.1% | +16.3% |
| 6M | +19.7% | -24.9% | +44.6% | +27.0% |
| YTD | +39.6% | +33.2% | +6.4% | +19.8% |
| 1Y | +36.4% | +24.9% | +11.5% | +19.3% |
| 3Y | +70.2% | +77.8% | -7.6% | +25.4% |
| 5Y | +169.2% | +37.1% | +132.1% | +112.8% |
| All | +220.3% | +318.1% | -97.7% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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