+1,559.3%
ASML vs SHEL
+218.8%
+1,340.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.7% |
| 7D | +10.4% | -1.6% | +11.9% | +11.0% |
| 30D | -12.7% | -4.3% | -8.4% | -11.2% |
| 3M | -17.2% | +10.4% | -27.6% | -20.9% |
| 6M | -1.3% | +17.5% | -18.9% | -8.8% |
| YTD | +40.8% | +37.8% | +3.0% | +20.0% |
| 1Y | +45.2% | +33.8% | +11.4% | +25.4% |
| 3Y | +131.8% | +69.1% | +62.7% | +78.6% |
| 5Y | +84.0% | +165.7% | -81.7% | +13.3% |
| All | +1,559.3% | +218.8% | +1,340.5% | +901.0% |
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