+1,278.0%
AAPL vs SHEL
+214.0%
+1,064.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.5% |
| 7D | +3.8% | +4.1% | -0.3% | +2.7% |
| 30D | +9.9% | +8.4% | +1.6% | +7.6% |
| 3M | +12.5% | +13.7% | -1.2% | +8.5% |
| 6M | +27.6% | +12.7% | +14.9% | +23.0% |
| YTD | +22.6% | +35.3% | -12.8% | +11.9% |
| 1Y | +45.0% | +39.4% | +5.6% | +31.2% |
| 3Y | +87.8% | +71.5% | +16.3% | +59.5% |
| 5Y | +128.7% | +195.0% | -66.3% | +64.6% |
| All | +1,278.0% | +214.0% | +1,064.0% | +1,007.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling