+95.7%
QQQ vs SHEL
+191.1%
-95.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.7% |
| 7D | -0.6% | +4.1% | -4.7% | -1.4% |
| 30D | -1.2% | +8.4% | -9.6% | -2.9% |
| 3M | -0.2% | +13.7% | -13.9% | -3.1% |
| 6M | +17.9% | +12.7% | +5.2% | +14.4% |
| YTD | +16.6% | +35.3% | -18.7% | +7.9% |
| 1Y | +23.0% | +39.4% | -16.4% | +12.8% |
| 3Y | +92.9% | +71.5% | +21.5% | +67.2% |
| All | +95.7% | +191.1% | -95.4% | +52.1% |
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