+144.3%
ASML vs SHEL
+72.0%
+72.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.2% | +6.4% | +6.3% |
| 7D | -0.8% | -5.8% | +4.9% | +1.0% |
| 30D | -14.9% | -1.3% | -13.6% | -14.7% |
| 3M | -13.0% | +12.7% | -25.7% | -16.6% |
| 6M | -4.7% | +19.9% | -24.6% | -10.8% |
| YTD | +42.3% | +38.3% | +4.1% | +21.9% |
| 1Y | +49.7% | +35.7% | +14.0% | +29.4% |
| 3Y | +144.3% | +71.7% | +72.6% | +83.9% |
| All | +144.3% | +72.0% | +72.3% | +83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling