+68.9%
SHEL vs ESI
+83.5%
-14.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +2.0% | +2.5% |
| 7D | +1.9% | +5.4% | -3.4% | +1.4% |
| 30D | +8.7% | -4.2% | +12.8% | +9.1% |
| 3M | +11.0% | -9.6% | +20.6% | +11.4% |
| 6M | +14.6% | +18.3% | -3.8% | +9.1% |
| YTD | +33.3% | +45.8% | -12.6% | +21.4% |
| 1Y | +37.9% | +39.2% | -1.3% | +26.3% |
| All | +68.9% | +83.5% | -14.6% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling