+665.2%
NUE vs SHAK
+31.3%
+634.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.1% | -0.6% |
| 7D | -2.7% | -11.0% | +8.3% | -0.6% |
| 30D | -6.1% | -14.0% | +8.0% | -3.6% |
| 3M | +2.2% | +13.3% | -11.0% | -0.6% |
| 6M | +50.8% | -35.3% | +86.1% | +60.2% |
| YTD | +57.5% | -24.0% | +81.5% | +61.9% |
| 1Y | +82.5% | -36.7% | +119.2% | +93.3% |
| 3Y | +61.7% | -5.4% | +67.1% | +53.3% |
| 5Y | +145.1% | -24.9% | +170.0% | +131.8% |
| 10Y | +577.8% | +79.6% | +498.2% | +416.6% |
| All | +665.2% | +31.3% | +634.0% | +486.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling