+163.3%
SHEL vs EW
-11.1%
+174.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.5% |
| 7D | -3.9% | +6.5% | -10.4% | -4.2% |
| 30D | -3.7% | +22.5% | -26.2% | -4.5% |
| 3M | +9.1% | +13.0% | -3.9% | +8.5% |
| 6M | +16.7% | +37.1% | -20.4% | +14.8% |
| YTD | +36.8% | +24.1% | +12.7% | +35.3% |
| 1Y | +31.8% | +24.2% | +7.6% | +30.3% |
| 3Y | +67.9% | +64.8% | +3.1% | +59.4% |
| 5Y | +163.3% | -7.4% | +170.8% | +162.8% |
| All | +163.3% | -11.1% | +174.4% | +162.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling