+192.3%
SHEL vs SE
-66.7%
+259.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +0.5% |
| 7D | +3.0% | -3.6% | +6.7% | +3.2% |
| 30D | +7.2% | -5.3% | +12.5% | +7.4% |
| 3M | +12.9% | +28.1% | -15.2% | +11.1% |
| 6M | +13.7% | +20.7% | -7.0% | +12.1% |
| YTD | +33.7% | -14.8% | +48.5% | +34.3% |
| 1Y | +37.9% | -43.6% | +81.4% | +42.0% |
| 3Y | +70.2% | +184.2% | -114.0% | +57.1% |
| 5Y | +192.3% | -66.3% | +258.6% | +186.2% |
| All | +192.3% | -66.7% | +259.0% | +186.2% |
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