+216.1%
SHEL vs EW
+249.9%
-33.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.6% | +4.9% | -6.5% | -2.5% |
| 30D | -4.3% | +24.1% | -28.4% | -8.2% |
| 3M | +10.4% | +13.7% | -3.3% | +7.5% |
| 6M | +17.5% | +32.7% | -15.2% | +10.8% |
| YTD | +37.8% | +24.1% | +13.7% | +31.2% |
| 1Y | +33.8% | +23.6% | +10.2% | +27.3% |
| 3Y | +69.1% | +64.8% | +4.3% | +44.1% |
| 5Y | +165.7% | -8.8% | +174.5% | +159.7% |
| All | +216.1% | +249.9% | -33.7% | +134.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling