+216.1%
SHEL vs EXPE
+126.2%
+89.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -1.6% | -4.2% | +2.6% | -0.6% |
| 30D | -4.3% | -4.5% | +0.2% | -4.0% |
| 3M | +10.4% | -19.7% | +30.1% | +14.6% |
| 6M | +17.5% | +18.3% | -0.7% | +10.5% |
| YTD | +37.8% | -7.3% | +45.1% | +34.9% |
| 1Y | +33.8% | -3.9% | +37.7% | +29.3% |
| 3Y | +69.1% | +123.0% | -53.9% | +22.5% |
| 5Y | +165.7% | +47.9% | +117.8% | +105.1% |
| All | +216.1% | +126.2% | +89.9% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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