+1,504.8%
ASML vs SHEL
+209.5%
+1,295.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.2% | +6.4% | +6.3% |
| 7D | -0.8% | -5.8% | +4.9% | +1.7% |
| 30D | -14.9% | -1.3% | -13.6% | -14.6% |
| 3M | -13.0% | +12.7% | -25.7% | -17.7% |
| 6M | -4.7% | +19.9% | -24.6% | -12.7% |
| YTD | +42.3% | +38.3% | +4.1% | +21.2% |
| 1Y | +49.7% | +35.7% | +14.0% | +28.5% |
| 3Y | +144.3% | +71.7% | +72.6% | +87.0% |
| 5Y | +86.4% | +158.4% | -72.1% | +16.3% |
| 10Y | +1,504.8% | +204.1% | +1,300.8% | +855.5% |
| All | +1,504.8% | +209.5% | +1,295.4% | +855.5% |
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