+212.4%
NXPI vs SHEL
+223.0%
-10.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.2% | -1.5% |
| 7D | +6.8% | +0.8% | +6.0% | +6.3% |
| 30D | +20.0% | -3.6% | +23.6% | +22.0% |
| 3M | +14.8% | +12.0% | +2.8% | +8.1% |
| 6M | -10.5% | +19.7% | -30.2% | -19.2% |
| YTD | +23.7% | +39.6% | -15.9% | +2.3% |
| 1Y | +34.1% | +36.4% | -2.4% | +12.1% |
| 3Y | +51.2% | +70.2% | -19.0% | +12.4% |
| 5Y | +33.4% | +169.2% | -135.8% | -24.9% |
| All | +212.4% | +223.0% | -10.6% | +64.5% |
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