+43.3%
SHEL vs EW
+19.7%
+23.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.4% | -6.6% | -1.6% |
| 7D | -3.2% | +8.3% | -11.4% | -2.1% |
| 30D | +5.5% | +13.9% | -8.4% | +7.4% |
| 3M | +14.4% | +10.9% | +3.5% | +16.2% |
| 6M | +16.2% | +19.2% | -3.1% | +18.8% |
| YTD | +42.4% | +16.6% | +25.9% | +44.1% |
| 1Y | +43.3% | +18.1% | +25.2% | +45.6% |
| All | +43.3% | +19.7% | +23.6% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 1y: compounded portfolio wealth divided by compounded EW 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…
1y analysis · Full analysis span regression · 6 months rolling