+472.4%
NEM vs SHEL
+2,525.5%
-2,053.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -1.3% |
| 7D | +3.9% | +1.9% | +1.9% | +3.4% |
| 30D | +12.7% | +8.7% | +4.1% | +10.7% |
| 3M | +28.7% | +11.0% | +17.7% | +25.4% |
| 6M | +9.8% | +14.6% | -4.8% | +6.0% |
| YTD | +28.1% | +33.3% | -5.2% | +19.7% |
| 1Y | +69.3% | +37.9% | +31.5% | +57.0% |
| 3Y | +247.7% | +69.7% | +177.9% | +207.5% |
| 5Y | +153.4% | +190.2% | -36.8% | +97.0% |
| 10Y | +291.3% | +197.0% | +94.3% | +187.9% |
| All | +472.4% | +2,525.5% | -2,053.1% | +289.9% |
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