+210.0%
NXPI vs SHEL
+211.3%
-1.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.2% |
| 7D | +0.7% | +3.9% | -3.3% | -1.3% |
| 30D | -4.2% | +7.0% | -11.2% | -7.4% |
| 3M | -20.4% | +12.5% | -32.9% | -25.5% |
| 6M | +12.5% | +14.8% | -2.3% | +3.8% |
| YTD | +5.2% | +34.2% | -28.9% | -10.9% |
| 1Y | +5.1% | +37.0% | -31.9% | -12.2% |
| 3Y | +17.7% | +70.9% | -53.2% | -12.7% |
| 5Y | +16.8% | +192.5% | -175.7% | -37.5% |
| All | +210.0% | +211.3% | -1.3% | +54.4% |
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