+51,000.2%
QCOM vs SHEL
+2,266.2%
+48,734.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.7% |
| 7D | +5.8% | -5.8% | +11.6% | +7.7% |
| 30D | -2.3% | -1.3% | -1.0% | -2.1% |
| 3M | +2.7% | +12.7% | -10.0% | -1.2% |
| 6M | -21.0% | +19.9% | -40.9% | -25.7% |
| YTD | +1.8% | +38.3% | -36.4% | -8.6% |
| 1Y | +2.4% | +35.7% | -33.2% | -7.5% |
| 3Y | +52.1% | +71.7% | -19.6% | +27.8% |
| 5Y | +14.6% | +158.4% | -143.8% | -15.9% |
| 10Y | +230.9% | +204.1% | +26.8% | +120.0% |
| All | +51,000.2% | +2,266.2% | +48,734.0% | +29,044.5% |
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