+69.7%
SHEL vs SE
+194.4%
-124.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +2.5% |
| 7D | +1.9% | +0.6% | +1.3% | +1.9% |
| 30D | +8.7% | -0.1% | +8.7% | +8.6% |
| 3M | +11.0% | +34.1% | -23.2% | +9.4% |
| 6M | +14.6% | +23.2% | -8.7% | +13.2% |
| YTD | +33.3% | -11.2% | +44.4% | +34.3% |
| 1Y | +37.9% | -40.5% | +78.4% | +43.0% |
| 3Y | +69.7% | +196.3% | -126.5% | +59.6% |
| All | +69.7% | +194.4% | -124.6% | +59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling