+13.5%
QCOM vs SHEL
+36.9%
-23.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | +4.4% | +3.0% | +1.3% | +4.2% |
| 30D | +9.4% | +7.2% | +2.2% | +9.0% |
| 3M | -13.7% | +12.9% | -26.5% | -14.3% |
| 6M | +28.9% | +13.7% | +15.2% | +26.9% |
| YTD | +4.7% | +33.7% | -28.9% | -0.8% |
| 1Y | +13.5% | +37.9% | -24.4% | +7.0% |
| All | +13.5% | +36.9% | -23.4% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling