+242.6%
QCOM vs SHEL
+223.0%
+19.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -4.0% | -3.1% |
| 7D | +4.3% | +0.8% | +3.5% | +4.0% |
| 30D | -0.1% | -3.6% | +3.5% | +1.0% |
| 3M | +5.2% | +12.0% | -6.8% | +0.7% |
| 6M | -18.4% | +19.7% | -38.1% | -24.1% |
| YTD | +2.4% | +39.6% | -37.2% | -10.6% |
| 1Y | +0.9% | +36.4% | -35.5% | -11.2% |
| 3Y | +48.4% | +70.2% | -21.8% | +20.0% |
| 5Y | +16.6% | +169.2% | -152.7% | -21.5% |
| All | +242.6% | +223.0% | +19.6% | +115.3% |
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