+210.0%
SHEL vs QSR
+135.2%
+74.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | +4.1% | -4.0% | +8.1% | +5.8% |
| 30D | +8.4% | +2.8% | +5.6% | +7.0% |
| 3M | +13.7% | +5.1% | +8.6% | +10.7% |
| 6M | +12.7% | +8.8% | +3.9% | +7.6% |
| YTD | +35.3% | +14.8% | +20.5% | +25.7% |
| 1Y | +39.4% | +25.7% | +13.6% | +23.7% |
| 3Y | +71.5% | +27.5% | +43.9% | +46.7% |
| 5Y | +195.0% | +41.3% | +153.8% | +134.1% |
| All | +210.0% | +135.2% | +74.8% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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