+1,022.8%
NBIS vs SHEL
+55.3%
+967.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.9% |
| 7D | -0.8% | +4.1% | -4.9% | -2.5% |
| 30D | -13.4% | +8.4% | -21.7% | -16.4% |
| 3M | +1.0% | +13.7% | -12.7% | -5.0% |
| 6M | +100.5% | +12.7% | +87.8% | +87.4% |
| YTD | +168.3% | +35.3% | +133.0% | +120.3% |
| 1Y | +151.8% | +39.4% | +112.4% | +102.0% |
| All | +1,022.8% | +55.3% | +967.5% | +700.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 3y: compounded portfolio wealth divided by compounded SHEL 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…
3y analysis · Full analysis span regression · 6 months rolling