+47.5%
ASML vs SHEL
+35.5%
+12.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.5% | -0.1% |
| 7D | +4.9% | +0.8% | +4.2% | +5.0% |
| 30D | -9.3% | -3.6% | -5.7% | -9.4% |
| 3M | -19.0% | +12.0% | -31.0% | -18.3% |
| 6M | -5.2% | +19.7% | -24.9% | -3.5% |
| YTD | +40.6% | +39.6% | +1.0% | +32.5% |
| 1Y | +47.5% | +36.4% | +11.1% | +44.2% |
| All | +47.5% | +35.5% | +12.0% | +44.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling