+291.4%
SHEL vs QS
-46.4%
+337.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.8% |
| 7D | +4.1% | -3.6% | +7.8% | +4.2% |
| 30D | +8.4% | -17.2% | +25.6% | +8.7% |
| 3M | +13.7% | -27.0% | +40.7% | +14.2% |
| 6M | +12.7% | -24.6% | +37.3% | +13.0% |
| YTD | +35.3% | -49.3% | +84.6% | +36.6% |
| 1Y | +39.4% | -40.3% | +79.7% | +40.0% |
| 3Y | +71.5% | -23.8% | +95.3% | +69.2% |
| 5Y | +195.0% | -75.0% | +270.0% | +191.2% |
| All | +291.4% | -46.4% | +337.8% | +281.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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