+210.0%
SHEL vs NUE
+599.8%
-389.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.7% | +0.3% |
| 7D | +4.1% | -0.6% | +4.7% | +4.3% |
| 30D | +8.4% | -4.6% | +12.9% | +9.9% |
| 3M | +13.7% | -0.3% | +14.0% | +13.0% |
| 6M | +12.7% | +51.9% | -39.2% | -4.4% |
| YTD | +35.3% | +60.0% | -24.7% | +12.4% |
| 1Y | +39.4% | +82.9% | -43.5% | +9.5% |
| 3Y | +71.5% | +66.0% | +5.5% | +33.8% |
| 5Y | +195.0% | +149.0% | +46.1% | +75.9% |
| All | +210.0% | +599.8% | -389.8% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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