+69.4%
SHEL vs NXT
+89.5%
-20.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +0.5% |
| 7D | +3.0% | -0.2% | +3.2% | +3.0% |
| 30D | +7.2% | -20.0% | +27.2% | +8.4% |
| 3M | +12.9% | -30.9% | +43.8% | +14.8% |
| 6M | +13.7% | -23.8% | +37.5% | +14.0% |
| YTD | +33.7% | -5.4% | +39.1% | +31.3% |
| 1Y | +37.9% | +28.0% | +9.8% | +31.4% |
| All | +69.4% | +89.5% | -20.1% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 3y: compounded portfolio wealth divided by compounded NXT 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…
3y analysis · Full analysis span regression · 6 months rolling