+1,040.6%
NBIS vs SHEL
+54.0%
+986.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.4% | -5.5% | -5.3% |
| 7D | +8.3% | +3.9% | +4.4% | +6.6% |
| 30D | +18.1% | +7.0% | +11.1% | +14.6% |
| 3M | +7.8% | +12.5% | -4.7% | +1.9% |
| 6M | +136.6% | +14.8% | +121.8% | +118.2% |
| YTD | +172.5% | +34.2% | +138.3% | +124.6% |
| 1Y | +144.3% | +37.0% | +107.3% | +98.1% |
| All | +1,040.6% | +54.0% | +986.6% | +716.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling