+77,094.7%
ASML vs SHEL
+1,319.0%
+75,775.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.7% | -7.6% | -8.4% |
| 7D | -19.0% | -7.0% | -12.0% | -15.7% |
| 30D | -25.9% | +2.6% | -28.5% | -27.2% |
| 3M | -19.1% | +15.1% | -34.1% | -25.5% |
| 6M | -5.7% | +13.6% | -19.3% | -13.4% |
| YTD | +27.6% | +40.0% | -12.4% | +3.2% |
| 1Y | +30.8% | +39.2% | -8.4% | +6.0% |
| 3Y | +116.2% | +70.4% | +45.9% | +54.5% |
| 5Y | +67.7% | +163.3% | -95.6% | -9.7% |
| 10Y | +1,355.3% | +217.4% | +1,138.0% | +522.2% |
| All | +77,094.7% | +1,319.0% | +75,775.7% | +12,726.7% |
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