+192.5%
SHEL vs QS
-75.8%
+268.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.4% |
| 7D | +3.9% | -5.0% | +8.9% | +4.1% |
| 30D | +7.0% | -18.3% | +25.3% | +7.6% |
| 3M | +12.5% | -26.0% | +38.5% | +13.3% |
| 6M | +14.8% | -24.0% | +38.8% | +15.2% |
| YTD | +34.2% | -50.3% | +84.5% | +36.7% |
| 1Y | +37.0% | -38.0% | +75.0% | +37.8% |
| 3Y | +70.9% | -24.6% | +95.5% | +65.7% |
| 5Y | +192.5% | -75.4% | +268.0% | +184.6% |
| All | +192.5% | -75.8% | +268.4% | +184.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling