+155.9%
NUE vs SHAK
-22.8%
+178.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.6% | +1.0% |
| 7D | -0.6% | -8.3% | +7.7% | +0.9% |
| 30D | -4.6% | -12.6% | +8.1% | -2.2% |
| 3M | -0.3% | +9.1% | -9.4% | -2.5% |
| 6M | +51.9% | -31.2% | +83.1% | +60.0% |
| YTD | +60.0% | -21.6% | +81.6% | +63.6% |
| 1Y | +82.9% | -38.8% | +121.7% | +95.9% |
| 3Y | +66.0% | +0.6% | +65.4% | +54.2% |
| All | +155.9% | -22.8% | +178.7% | +131.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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