+1,395.4%
ASML vs SHEL
+210.3%
+1,185.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.0% | +6.0% | +5.5% |
| 7D | -9.0% | -8.8% | -0.2% | -5.3% |
| 30D | -21.0% | +2.3% | -23.3% | -21.9% |
| 3M | -16.3% | +11.6% | -27.9% | -20.5% |
| 6M | -7.5% | +15.7% | -23.2% | -13.9% |
| YTD | +34.0% | +38.6% | -4.6% | +14.0% |
| 1Y | +39.3% | +38.5% | +0.8% | +18.4% |
| 3Y | +128.9% | +66.9% | +62.0% | +77.4% |
| 5Y | +76.1% | +160.6% | -84.5% | +9.5% |
| All | +1,395.4% | +210.3% | +1,185.1% | +791.1% |
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