+1,564.8%
QQQ vs SHEL
+610.7%
+954.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +1.0% | +3.0% | -2.0% | -0.1% |
| 30D | -0.6% | +7.2% | -7.8% | -3.2% |
| 3M | +1.3% | +12.9% | -11.6% | -3.5% |
| 6M | +18.1% | +13.7% | +4.4% | +11.9% |
| YTD | +16.9% | +33.7% | -16.8% | +4.0% |
| 1Y | +24.0% | +37.9% | -13.9% | +8.9% |
| 3Y | +95.6% | +70.2% | +25.4% | +57.2% |
| 5Y | +94.5% | +192.3% | -97.8% | +23.7% |
| 10Y | +571.7% | +207.3% | +364.4% | +281.5% |
| All | +1,564.8% | +610.7% | +954.1% | +513.9% |
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