+210.0%
SHEL vs ESI
+312.8%
-102.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | +4.1% | -4.6% | +8.7% | +5.5% |
| 30D | +8.4% | -10.5% | +18.9% | +11.7% |
| 3M | +13.7% | -19.8% | +33.5% | +19.9% |
| 6M | +12.7% | +5.8% | +6.9% | +6.8% |
| YTD | +35.3% | +38.3% | -3.0% | +16.1% |
| 1Y | +39.4% | +31.5% | +7.8% | +20.9% |
| 3Y | +71.5% | +80.7% | -9.2% | +27.6% |
| 5Y | +195.0% | +69.4% | +125.6% | +116.3% |
| All | +210.0% | +312.8% | -102.8% | +50.5% |
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