+192.3%
SHEL vs ESI
+74.4%
+117.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | +3.0% | +3.9% | -0.9% | +2.4% |
| 30D | +7.2% | -3.8% | +11.0% | +7.8% |
| 3M | +12.9% | -13.1% | +26.0% | +14.6% |
| 6M | +13.7% | +11.3% | +2.4% | +8.7% |
| YTD | +33.7% | +44.1% | -10.4% | +20.0% |
| 1Y | +37.9% | +40.3% | -2.5% | +24.1% |
| 3Y | +70.2% | +84.1% | -13.8% | +39.3% |
| 5Y | +192.3% | +75.8% | +116.5% | +132.0% |
| All | +192.3% | +74.4% | +117.9% | +132.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling