+30.9%
QCOM vs SHEL
+179.6%
-148.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | +3.3% | +2.2% | +1.1% | +2.5% |
| 30D | +7.7% | +6.8% | +0.9% | +5.2% |
| 3M | -30.1% | +8.1% | -38.2% | -32.2% |
| 6M | +22.8% | +14.4% | +8.4% | +16.1% |
| YTD | +0.2% | +30.0% | -29.8% | -10.0% |
| 1Y | +7.9% | +33.3% | -25.5% | -4.1% |
| 3Y | +55.8% | +66.4% | -10.6% | +27.9% |
| All | +30.9% | +179.6% | -148.7% | -5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling