+159.2%
SHEL vs EXPE
+47.7%
+111.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | -1.6% | -4.2% | +2.6% | -1.2% |
| 30D | -4.3% | -4.5% | +0.2% | -4.2% |
| 3M | +10.4% | -19.7% | +30.1% | +11.9% |
| 6M | +17.5% | +18.3% | -0.7% | +14.8% |
| YTD | +37.8% | -7.3% | +45.1% | +37.1% |
| 1Y | +33.8% | -3.9% | +37.7% | +32.3% |
| 3Y | +69.1% | +123.0% | -53.9% | +47.2% |
| All | +159.2% | +47.7% | +111.5% | +126.3% |
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 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