+210.0%
SHEL vs NSC
+332.1%
-122.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +1.3% |
| 7D | +4.1% | -2.8% | +6.9% | +5.5% |
| 30D | +8.4% | -4.5% | +12.9% | +10.6% |
| 3M | +13.7% | +3.5% | +10.2% | +11.5% |
| 6M | +12.7% | +8.5% | +4.2% | +7.4% |
| YTD | +35.3% | +12.3% | +23.0% | +26.4% |
| 1Y | +39.4% | +18.9% | +20.4% | +26.4% |
| 3Y | +71.5% | +74.1% | -2.7% | +22.0% |
| 5Y | +195.0% | +43.9% | +151.1% | +124.9% |
| All | +210.0% | +332.1% | -122.1% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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