+50,186.6%
QCOM vs SHEL
+2,124.3%
+48,062.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | +3.3% | +2.2% | +1.1% | +2.6% |
| 30D | +7.7% | +6.8% | +0.9% | +5.5% |
| 3M | -30.1% | +8.1% | -38.2% | -32.0% |
| 6M | +22.8% | +14.4% | +8.4% | +17.2% |
| YTD | +0.2% | +30.0% | -29.8% | -8.2% |
| 1Y | +7.9% | +33.3% | -25.5% | -2.0% |
| 3Y | +55.8% | +66.4% | -10.6% | +32.3% |
| 5Y | +30.1% | +178.6% | -148.5% | -6.7% |
| 10Y | +248.9% | +198.4% | +50.5% | +133.8% |
| All | +50,186.6% | +2,124.3% | +48,062.3% | +29,172.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling