+200.2%
SHEL vs EXE
+191.4%
+8.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.8% | +1.1% |
| 7D | +2.2% | -0.3% | +2.5% | +2.3% |
| 30D | +6.8% | +8.5% | -1.6% | +3.9% |
| 3M | +8.1% | +5.5% | +2.7% | +6.0% |
| 6M | +14.4% | -5.9% | +20.3% | +16.3% |
| YTD | +30.0% | -9.7% | +39.7% | +33.2% |
| 1Y | +33.3% | +3.6% | +29.7% | +29.4% |
| 3Y | +66.4% | +18.0% | +48.4% | +50.7% |
| 5Y | +178.6% | +109.4% | +69.1% | +94.9% |
| All | +200.2% | +191.4% | +8.8% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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