+91.3%
QQQ vs SHEL
+69.1%
+22.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.4% | -1.1% |
| 7D | -1.3% | +3.9% | -5.2% | -2.0% |
| 30D | -1.4% | +7.0% | -8.3% | -2.7% |
| 3M | +2.3% | +12.5% | -10.2% | -0.1% |
| 6M | +16.9% | +14.8% | +2.1% | +13.0% |
| YTD | +15.6% | +34.2% | -18.5% | +6.5% |
| 1Y | +22.6% | +37.0% | -14.4% | +12.1% |
| All | +91.3% | +69.1% | +22.2% | +63.4% |
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 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