+304.9%
SHEL vs QID
-100.0%
+404.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +2.2% |
| 7D | +0.8% | -7.1% | +7.9% | -1.5% |
| 30D | -3.6% | +12.6% | -16.2% | +0.6% |
| 3M | +12.0% | +14.2% | -2.2% | +17.5% |
| 6M | +19.7% | +6.2% | +13.5% | +23.2% |
| YTD | +39.6% | -21.8% | +61.4% | +30.3% |
| 1Y | +36.4% | -23.1% | +59.6% | +26.8% |
| 3Y | +70.2% | -71.3% | +141.5% | +18.7% |
| 5Y | +169.2% | -77.0% | +246.2% | +92.9% |
| 10Y | +217.1% | -99.0% | +316.1% | -23.6% |
| All | +304.9% | -100.0% | +404.9% | -70.1% |
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