+69.7%
SHEL vs EW
+14.1%
+55.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.5% | +6.1% | +2.6% |
| 7D | +1.9% | -4.4% | +6.4% | +1.9% |
| 30D | +8.7% | -3.3% | +12.0% | +8.7% |
| 3M | +11.0% | +1.0% | +10.0% | +10.9% |
| 6M | +14.6% | +6.2% | +8.3% | +14.5% |
| YTD | +33.3% | +1.7% | +31.6% | +33.2% |
| 1Y | +37.9% | +8.1% | +29.8% | +37.6% |
| 3Y | +69.7% | +17.1% | +52.7% | +70.1% |
| All | +69.7% | +14.1% | +55.6% | +70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling