+276.9%
SHEL vs QID
-100.0%
+376.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.6% |
| 7D | +2.2% | -0.6% | +2.9% | +2.0% |
| 30D | +6.8% | 0.0% | +6.8% | +6.8% |
| 3M | +8.1% | +3.7% | +4.4% | +10.1% |
| 6M | +14.4% | -29.9% | +44.3% | +2.3% |
| YTD | +30.0% | -28.8% | +58.7% | +17.2% |
| 1Y | +33.3% | -37.2% | +70.5% | +15.8% |
| 3Y | +66.4% | -73.7% | +140.2% | +12.9% |
| 5Y | +178.6% | -80.7% | +259.3% | +86.8% |
| 10Y | +198.4% | -99.1% | +297.5% | -30.1% |
| All | +276.9% | -100.0% | +376.9% | -73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling