+192.3%
SHEL vs EXPE
+89.3%
+103.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +3.0% | -11.5% | +14.5% | +4.0% |
| 30D | +7.2% | -13.1% | +20.3% | +8.3% |
| 3M | +12.9% | +18.1% | -5.3% | +10.7% |
| 6M | +13.7% | +13.3% | +0.4% | +11.6% |
| YTD | +33.7% | -3.2% | +36.9% | +32.8% |
| 1Y | +37.9% | +26.1% | +11.7% | +32.0% |
| 3Y | +70.2% | +151.7% | -81.5% | +46.4% |
| 5Y | +192.3% | +88.3% | +104.0% | +152.8% |
| All | +192.3% | +89.3% | +103.1% | +152.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling