+133.7%
SHEL vs SE
+562.7%
-429.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.5% |
| 7D | +3.9% | -4.8% | +8.7% | +4.3% |
| 30D | +7.0% | -18.1% | +25.1% | +8.6% |
| 3M | +12.5% | +30.6% | -18.1% | +9.7% |
| 6M | +14.8% | +20.8% | -6.0% | +12.3% |
| YTD | +34.2% | -15.6% | +49.8% | +34.9% |
| 1Y | +37.0% | -44.2% | +81.2% | +42.5% |
| 3Y | +70.9% | +181.5% | -110.7% | +51.4% |
| 5Y | +192.5% | -66.9% | +259.5% | +203.0% |
| All | +133.7% | +562.7% | -429.1% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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