+285.5%
SHEL vs QS
-43.2%
+328.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.5% | +2.5% |
| 7D | +1.9% | +2.2% | -0.3% | +1.9% |
| 30D | +8.7% | -8.1% | +16.7% | +8.8% |
| 3M | +11.0% | -27.0% | +38.0% | +11.5% |
| 6M | +14.6% | -16.4% | +31.0% | +14.6% |
| YTD | +33.3% | -46.4% | +79.6% | +34.5% |
| 1Y | +37.9% | -41.1% | +79.0% | +38.6% |
| 3Y | +69.7% | -18.6% | +88.4% | +67.3% |
| 5Y | +190.2% | -73.0% | +263.2% | +186.1% |
| All | +285.5% | -43.2% | +328.8% | +275.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling