+69.4%
SHEL vs ETR
+148.1%
-78.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +0.6% |
| 7D | +3.0% | +0.4% | +2.6% | +2.9% |
| 30D | +7.2% | +2.0% | +5.2% | +6.7% |
| 3M | +12.9% | -1.7% | +14.6% | +13.2% |
| 6M | +13.7% | +3.6% | +10.1% | +12.5% |
| YTD | +33.7% | +18.0% | +15.6% | +28.2% |
| 1Y | +37.9% | +26.2% | +11.6% | +30.1% |
| All | +69.4% | +148.1% | -78.7% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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