+66.8%
SHEL vs ESI
+84.3%
-17.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.4% | +0.3% |
| 7D | -3.9% | +1.8% | -5.8% | -4.1% |
| 30D | -3.7% | -6.6% | +2.9% | -3.2% |
| 3M | +9.1% | -9.4% | +18.4% | +9.8% |
| 6M | +16.7% | -24.1% | +40.8% | +19.5% |
| YTD | +36.8% | +37.1% | -0.3% | +24.8% |
| 1Y | +31.8% | +24.5% | +7.3% | +22.5% |
| All | +66.8% | +84.3% | -17.5% | +36.3% |
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