+230.9%
QCOM vs SHEL
+209.5%
+21.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.7% |
| 7D | +5.8% | -5.8% | +11.6% | +8.0% |
| 30D | -2.3% | -1.3% | -1.0% | -2.1% |
| 3M | +2.7% | +12.7% | -10.0% | -1.9% |
| 6M | -21.0% | +19.9% | -40.9% | -26.6% |
| YTD | +1.8% | +38.3% | -36.4% | -10.8% |
| 1Y | +2.4% | +35.7% | -33.2% | -9.6% |
| 3Y | +52.1% | +71.7% | -19.6% | +22.8% |
| 5Y | +14.6% | +158.4% | -143.8% | -21.6% |
| 10Y | +230.9% | +204.1% | +26.8% | +113.4% |
| All | +230.9% | +209.5% | +21.4% | +113.4% |
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