+70.0%
SHEL vs QID
-73.3%
+143.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | +0.6% |
| 7D | +3.9% | +2.7% | +1.2% | +4.2% |
| 30D | +7.0% | +3.3% | +3.6% | +7.3% |
| 3M | +12.5% | -5.5% | +18.0% | +11.8% |
| 6M | +14.8% | -28.4% | +43.2% | +10.1% |
| YTD | +34.2% | -26.6% | +60.7% | +29.4% |
| 1Y | +37.0% | -34.1% | +71.1% | +30.3% |
| All | +70.0% | -73.3% | +143.3% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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