+188.8%
SHEL vs NUE
+146.6%
+42.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.7% | +0.5% |
| 7D | +4.1% | -0.6% | +4.7% | +4.2% |
| 30D | +8.4% | -4.6% | +12.9% | +9.2% |
| 3M | +13.7% | -0.3% | +14.0% | +13.3% |
| 6M | +12.7% | +51.9% | -39.2% | +2.8% |
| YTD | +35.3% | +60.0% | -24.7% | +22.0% |
| 1Y | +39.4% | +82.9% | -43.5% | +21.8% |
| 3Y | +71.5% | +66.0% | +5.5% | +49.1% |
| All | +188.8% | +146.6% | +42.2% | +127.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling