+302.3%
NEM vs SHEL
+214.0%
+88.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | -1.0% | +4.1% | -5.1% | -2.0% |
| 30D | +7.8% | +8.4% | -0.5% | +5.7% |
| 3M | +30.2% | +13.7% | +16.5% | +25.8% |
| 6M | +9.6% | +12.7% | -3.1% | +5.9% |
| YTD | +27.8% | +35.3% | -7.5% | +17.9% |
| 1Y | +60.7% | +39.4% | +21.3% | +47.1% |
| 3Y | +245.3% | +71.5% | +173.8% | +200.2% |
| 5Y | +155.3% | +195.0% | -39.7% | +94.8% |
| All | +302.3% | +214.0% | +88.3% | +160.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling