+121,410.5%
AAPL vs SHEL
+2,525.5%
+118,884.9%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.7% |
| 7D | -2.7% | +1.9% | -4.7% | -3.2% |
| 30D | +1.0% | +8.7% | -7.6% | -0.8% |
| 3M | +5.0% | +11.0% | -6.0% | +2.4% |
| 6M | +23.0% | +14.6% | +8.5% | +18.9% |
| YTD | +16.6% | +33.3% | -16.6% | +8.9% |
| 1Y | +33.4% | +37.9% | -4.4% | +23.5% |
| 3Y | +79.9% | +69.7% | +10.1% | +58.6% |
| 5Y | +109.0% | +190.1% | -81.1% | +62.1% |
| 10Y | +1,210.4% | +197.0% | +1,013.4% | +872.5% |
| All | +121,410.5% | +2,525.5% | +118,884.9% | +75,696.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SHEL 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling