+69.7%
SHEL vs EXPE
+162.6%
-92.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -7.9% | +10.4% | +2.7% |
| 7D | +1.9% | -9.8% | +11.7% | +2.1% |
| 30D | +8.7% | -11.5% | +20.2% | +8.9% |
| 3M | +11.0% | +21.7% | -10.7% | +9.9% |
| 6M | +14.6% | +10.4% | +4.2% | +13.9% |
| YTD | +33.3% | -2.5% | +35.8% | +33.2% |
| 1Y | +37.9% | +27.3% | +10.5% | +34.3% |
| 3Y | +69.7% | +153.5% | -83.8% | +71.6% |
| All | +69.7% | +162.6% | -92.9% | +71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling