+1,534.9%
ASML vs SHEL
+195.4%
+1,339.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | +0.3% |
| 7D | -2.9% | -6.7% | +3.8% | +0.1% |
| 30D | -15.2% | -2.9% | -12.3% | -14.3% |
| 3M | -12.9% | +9.1% | -22.0% | -16.4% |
| 6M | -5.0% | +17.9% | -23.0% | -12.4% |
| YTD | +41.8% | +36.0% | +5.8% | +21.6% |
| 1Y | +46.0% | +31.8% | +14.3% | +26.9% |
| 3Y | +133.5% | +66.9% | +66.6% | +80.9% |
| 5Y | +93.0% | +160.6% | -67.6% | +19.8% |
| 10Y | +1,534.9% | +197.5% | +1,337.4% | +878.8% |
| All | +1,534.9% | +195.4% | +1,339.5% | +878.8% |
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 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