+2,525.5%
SHEL vs NSC
+5,718.1%
-3,192.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.7% |
| 7D | +1.9% | -1.5% | +3.4% | +2.5% |
| 30D | +8.7% | -1.9% | +10.6% | +9.3% |
| 3M | +11.0% | +6.2% | +4.7% | +8.3% |
| 6M | +14.6% | +9.2% | +5.4% | +10.3% |
| YTD | +33.3% | +15.0% | +18.3% | +25.7% |
| 1Y | +37.9% | +21.1% | +16.8% | +27.5% |
| 3Y | +69.7% | +78.6% | -8.9% | +32.9% |
| 5Y | +190.2% | +45.9% | +144.3% | +140.9% |
| 10Y | +197.0% | +326.9% | -129.9% | +69.9% |
| All | +2,525.5% | +5,718.1% | -3,192.5% | +676.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling