+163.8%
SHEL vs QLD
+90.7%
+73.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.6% | -4.0% | +0.1% |
| 7D | -3.9% | -1.2% | -2.7% | -3.9% |
| 30D | -3.7% | -15.7% | +12.0% | -2.0% |
| 3M | +9.1% | -10.0% | +19.1% | +9.9% |
| 6M | +16.7% | -11.2% | +27.9% | +17.2% |
| YTD | +36.8% | +16.4% | +20.5% | +31.7% |
| 1Y | +31.8% | +12.7% | +19.1% | +27.3% |
| 3Y | +67.9% | +152.3% | -84.4% | +40.2% |
| All | +163.8% | +90.7% | +73.1% | +120.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling