+192.6%
SHEL vs QLD
+1,628.0%
-1,435.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.6% |
| 7D | +2.2% | +0.6% | +1.7% | +2.1% |
| 30D | +6.8% | -0.1% | +7.0% | +6.7% |
| 3M | +8.1% | -8.4% | +16.5% | +9.2% |
| 6M | +14.4% | +32.2% | -17.8% | +5.3% |
| YTD | +30.0% | +28.9% | +1.1% | +20.2% |
| 1Y | +33.3% | +43.8% | -10.5% | +19.6% |
| 3Y | +66.4% | +176.6% | -110.1% | +21.4% |
| 5Y | +178.6% | +121.6% | +57.0% | +103.2% |
| All | +192.6% | +1,628.0% | -1,435.4% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 10y: compounded portfolio wealth divided by compounded QLD 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…
10y analysis · Full analysis span regression · 6 months rolling