+2,770.9%
AVGO vs SHEL
+214.0%
+2,557.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | +1.1% | +4.1% | -3.0% | -0.4% |
| 30D | -13.0% | +8.4% | -21.4% | -15.7% |
| 3M | -6.0% | +13.7% | -19.7% | -11.0% |
| 6M | +6.4% | +12.7% | -6.3% | +0.6% |
| YTD | +5.0% | +35.3% | -30.3% | -8.1% |
| 1Y | +1.4% | +39.4% | -38.0% | -12.4% |
| 3Y | +336.8% | +71.5% | +265.4% | +243.2% |
| 5Y | +698.2% | +195.0% | +503.2% | +380.6% |
| All | +2,770.9% | +214.0% | +2,557.0% | +1,637.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling