+477.4%
SHEL vs NVMI
+1,976.9%
-1,499.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | +3.0% | +6.9% | -3.9% | +2.5% |
| 30D | +7.2% | -2.8% | +10.1% | +7.4% |
| 3M | +12.9% | -27.3% | +40.2% | +14.9% |
| 6M | +13.7% | -13.7% | +27.4% | +13.9% |
| YTD | +33.7% | +13.8% | +19.8% | +30.9% |
| 1Y | +37.9% | +34.9% | +3.0% | +33.0% |
| 3Y | +70.2% | +213.5% | -143.3% | +51.6% |
| 5Y | +192.3% | +272.5% | -80.1% | +154.4% |
| 10Y | +207.3% | +3,142.4% | -2,935.1% | +133.0% |
| All | +477.4% | +1,976.9% | -1,499.5% | +285.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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