+197.0%
SHEL vs EXPD
+308.0%
-111.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.1% | +3.1% |
| 7D | +1.9% | -0.9% | +2.9% | +2.2% |
| 30D | +8.7% | +4.1% | +4.6% | +7.1% |
| 3M | +11.0% | +13.8% | -2.8% | +5.8% |
| 6M | +14.6% | +27.3% | -12.7% | +4.6% |
| YTD | +33.3% | +25.4% | +7.8% | +21.4% |
| 1Y | +37.9% | +54.4% | -16.5% | +15.5% |
| 3Y | +69.7% | +67.9% | +1.9% | +34.5% |
| 5Y | +190.2% | +59.2% | +131.0% | +127.5% |
| 10Y | +197.0% | +308.6% | -111.6% | +52.8% |
| All | +197.0% | +308.0% | -111.0% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling