+192.3%
SHEL vs EW
-29.9%
+222.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.3% |
| 7D | +3.0% | -5.1% | +8.1% | +3.3% |
| 30D | +7.2% | -6.4% | +13.6% | +7.5% |
| 3M | +12.9% | -1.6% | +14.4% | +12.9% |
| 6M | +13.7% | +2.3% | +11.4% | +13.4% |
| YTD | +33.7% | +1.1% | +32.6% | +33.4% |
| 1Y | +37.9% | +8.0% | +29.9% | +37.0% |
| 3Y | +70.2% | +16.3% | +53.9% | +66.0% |
| 5Y | +192.3% | -29.4% | +221.7% | +193.4% |
| All | +192.3% | -29.9% | +222.2% | +193.4% |
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