+2,460.3%
SHEL vs EXC
+2,353.7%
+106.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.7% | +1.1% |
| 7D | +2.2% | +0.3% | +2.0% | +2.1% |
| 30D | +6.8% | -3.7% | +10.6% | +8.3% |
| 3M | +8.1% | -1.3% | +9.4% | +8.3% |
| 6M | +14.4% | -9.7% | +24.1% | +18.4% |
| YTD | +30.0% | +2.9% | +27.1% | +27.5% |
| 1Y | +33.3% | +4.4% | +28.9% | +29.8% |
| 3Y | +66.4% | +22.2% | +44.2% | +49.6% |
| 5Y | +178.6% | +46.7% | +131.9% | +128.8% |
| 10Y | +198.4% | +155.3% | +43.1% | +94.8% |
| All | +2,460.3% | +2,353.7% | +106.5% | +870.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 all: compounded portfolio wealth divided by compounded EXC 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…
all analysis · Full analysis span regression · 6 months rolling