+80,969.6%
ASML vs SHEL
+1,304.4%
+79,665.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.0% | +6.0% | +5.6% |
| 7D | -9.0% | -8.8% | -0.2% | -4.2% |
| 30D | -21.0% | +2.3% | -23.3% | -22.2% |
| 3M | -16.3% | +11.6% | -27.9% | -21.7% |
| 6M | -7.5% | +15.7% | -23.2% | -15.8% |
| YTD | +34.0% | +38.6% | -4.6% | +9.0% |
| 1Y | +39.3% | +38.5% | +0.8% | +13.2% |
| 3Y | +128.9% | +66.9% | +62.0% | +65.4% |
| 5Y | +76.1% | +160.6% | -84.5% | -4.7% |
| 10Y | +1,428.4% | +214.1% | +1,214.3% | +557.0% |
| All | +80,969.6% | +1,304.4% | +79,665.2% | +13,443.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling