+516.9%
SHEL vs NLY
+1,197.0%
-680.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +4.1% | -4.0% | +8.1% | +5.3% |
| 30D | +8.4% | -5.2% | +13.6% | +10.0% |
| 3M | +13.7% | +2.8% | +10.9% | +12.6% |
| 6M | +12.7% | +4.2% | +8.5% | +10.8% |
| YTD | +35.3% | +4.7% | +30.6% | +32.7% |
| 1Y | +39.4% | +12.7% | +26.6% | +33.7% |
| 3Y | +71.5% | +62.5% | +8.9% | +47.0% |
| 5Y | +195.0% | +26.3% | +168.7% | +167.0% |
| 10Y | +211.1% | +81.0% | +130.1% | +151.1% |
| All | +516.9% | +1,197.0% | -680.2% | +374.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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