+216.1%
SHEL vs ESI
+321.1%
-105.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.9% | +1.3% |
| 7D | -1.6% | +8.3% | -9.9% | -3.9% |
| 30D | -4.3% | -10.4% | +6.1% | -1.7% |
| 3M | +10.4% | -13.2% | +23.6% | +13.9% |
| 6M | +17.5% | -23.9% | +41.4% | +24.2% |
| YTD | +37.8% | +34.2% | +3.6% | +17.9% |
| 1Y | +33.8% | +22.2% | +11.6% | +17.9% |
| 3Y | +69.1% | +79.2% | -10.1% | +24.3% |
| 5Y | +165.7% | +38.1% | +127.6% | +109.6% |
| All | +216.1% | +321.1% | -105.0% | +50.7% |
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