+93.3%
QQQM vs SHEL
+70.5%
+22.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.7% |
| 7D | -0.6% | +4.1% | -4.7% | -1.3% |
| 30D | -1.2% | +8.4% | -9.6% | -2.7% |
| 3M | -0.1% | +13.7% | -13.8% | -2.6% |
| 6M | +18.0% | +12.7% | +5.3% | +14.8% |
| YTD | +16.7% | +35.3% | -18.6% | +7.4% |
| 1Y | +23.0% | +39.4% | -16.3% | +12.1% |
| 3Y | +93.3% | +71.5% | +21.9% | +65.2% |
| All | +93.3% | +70.5% | +22.8% | +65.2% |
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