+192.3%
SHEL vs TECH
-42.1%
+234.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +3.0% | -0.1% | +3.1% | +3.0% |
| 30D | +7.2% | +0.3% | +6.9% | +7.2% |
| 3M | +12.9% | +32.9% | -20.0% | +10.2% |
| 6M | +13.7% | +32.1% | -18.4% | +10.6% |
| YTD | +33.7% | +23.4% | +10.3% | +30.8% |
| 1Y | +37.9% | +34.1% | +3.8% | +33.5% |
| 3Y | +70.2% | +2.2% | +68.1% | +65.9% |
| 5Y | +192.3% | -41.8% | +234.1% | +179.5% |
| All | +192.3% | -42.1% | +234.5% | +179.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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