+65.8%
SHEL vs QLD
+143.1%
-77.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.5% |
| 7D | -6.7% | -3.8% | -2.9% | -6.4% |
| 30D | -2.9% | -20.5% | +17.6% | -1.2% |
| 3M | +9.1% | -14.6% | +23.7% | +10.2% |
| 6M | +17.9% | -14.7% | +32.6% | +18.5% |
| YTD | +36.0% | +11.2% | +24.8% | +31.4% |
| 1Y | +31.8% | +7.1% | +24.7% | +27.9% |
| All | +65.8% | +143.1% | -77.3% | +38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling