+311.3%
SHEL vs ET
+1,447.8%
-1,136.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | +3.0% | +0.6% | +2.4% | +2.8% |
| 30D | +7.2% | +5.3% | +1.9% | +5.2% |
| 3M | +12.9% | +15.6% | -2.8% | +7.0% |
| 6M | +13.7% | +20.6% | -6.9% | +6.1% |
| YTD | +33.7% | +38.5% | -4.9% | +18.5% |
| 1Y | +37.9% | +35.7% | +2.1% | +23.1% |
| 3Y | +70.2% | +98.4% | -28.1% | +31.3% |
| 5Y | +192.3% | +245.3% | -53.0% | +84.6% |
| 10Y | +207.3% | +173.7% | +33.6% | +92.8% |
| All | +311.3% | +1,447.8% | -1,136.6% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 all: compounded portfolio wealth divided by compounded ET 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…
all analysis · Full analysis span regression · 6 months rolling