+163.3%
SHEL vs SE
-78.1%
+241.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | +0.8% |
| 7D | -3.9% | -7.7% | +3.8% | -3.6% |
| 30D | -3.7% | -22.8% | +19.2% | -2.5% |
| 3M | +9.1% | -43.7% | +52.8% | +12.1% |
| 6M | +16.7% | -12.8% | +29.5% | +16.8% |
| YTD | +36.8% | -42.0% | +78.8% | +40.0% |
| 1Y | +31.8% | -48.0% | +79.8% | +35.7% |
| 3Y | +67.9% | +62.7% | +5.2% | +59.6% |
| 5Y | +163.3% | -77.8% | +241.1% | +154.7% |
| All | +163.3% | -78.1% | +241.4% | +154.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling