+47.0%
QCOM vs SHEL
+65.5%
-18.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.6% | +5.9% |
| 7D | +0.4% | -8.8% | +9.2% | +3.5% |
| 30D | -6.6% | +2.3% | -8.9% | -7.8% |
| 3M | +3.7% | +11.6% | -7.9% | -0.9% |
| 6M | -13.3% | +15.7% | -29.0% | -18.7% |
| YTD | -1.8% | +38.6% | -40.3% | -16.8% |
| 1Y | -2.5% | +38.5% | -41.0% | -17.5% |
| 3Y | +47.0% | +66.9% | -19.9% | +16.6% |
| All | +47.0% | +65.5% | -18.6% | +16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling