-7.5%
ASML vs SHEL
+15.0%
-22.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.0% | +6.0% | +4.9% |
| 7D | -9.0% | -8.8% | -0.2% | -9.9% |
| 30D | -21.0% | +2.3% | -23.3% | -20.5% |
| 3M | -16.3% | +11.6% | -27.9% | -15.1% |
| 6M | -7.5% | +15.7% | -23.2% | -3.6% |
| All | -7.5% | +15.0% | -22.5% | -3.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling