+1,670.8%
ASML vs SHEL
+191.2%
+1,479.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +3.9% |
| 7D | +1.1% | +2.2% | -1.1% | +0.1% |
| 30D | +2.2% | +6.8% | -4.7% | -0.7% |
| 3M | -2.3% | +8.1% | -10.4% | -5.9% |
| 6M | +23.0% | +14.4% | +8.6% | +14.6% |
| YTD | +61.1% | +30.0% | +31.1% | +41.4% |
| 1Y | +129.1% | +33.3% | +95.8% | +98.5% |
| 3Y | +165.4% | +66.4% | +98.9% | +106.3% |
| 5Y | +109.5% | +178.6% | -69.1% | +26.2% |
| All | +1,670.8% | +191.2% | +1,479.7% | +974.0% |
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