+2,460.3%
SHEL vs EXPD
+30,859.1%
-28,398.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.5% |
| 7D | +2.2% | -1.1% | +3.4% | +2.5% |
| 30D | +6.8% | +4.1% | +2.8% | +6.0% |
| 3M | +8.1% | +17.9% | -9.8% | +4.5% |
| 6M | +14.4% | +29.2% | -14.8% | +8.3% |
| YTD | +30.0% | +27.4% | +2.6% | +23.0% |
| 1Y | +33.3% | +56.8% | -23.5% | +20.7% |
| 3Y | +66.4% | +68.0% | -1.6% | +47.5% |
| 5Y | +178.6% | +61.9% | +116.7% | +145.3% |
| 10Y | +198.4% | +316.0% | -117.6% | +119.6% |
| All | +2,460.3% | +30,859.1% | -28,398.8% | +1,361.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling