+330.2%
SHEL vs EXPE
+851.4%
-521.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.1% |
| 7D | +2.2% | -9.5% | +11.8% | +4.5% |
| 30D | +6.8% | -6.6% | +13.5% | +8.2% |
| 3M | +8.1% | +31.4% | -23.3% | +0.6% |
| 6M | +14.4% | +35.2% | -20.8% | +4.7% |
| YTD | +30.0% | +5.8% | +24.2% | +24.7% |
| 1Y | +33.3% | +38.7% | -5.3% | +18.7% |
| 3Y | +66.4% | +175.8% | -109.3% | +19.1% |
| 5Y | +178.6% | +111.8% | +66.7% | +101.4% |
| 10Y | +198.4% | +179.7% | +18.7% | +85.8% |
| All | +330.2% | +851.4% | -521.2% | +39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling