+84.8%
SHEL vs NXT
+181.9%
-97.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +2.5% |
| 7D | +1.9% | +2.9% | -0.9% | +1.8% |
| 30D | +8.7% | -17.2% | +25.9% | +9.7% |
| 3M | +11.0% | -32.0% | +43.0% | +13.2% |
| 6M | +14.6% | -15.8% | +30.3% | +14.1% |
| YTD | +33.3% | -1.9% | +35.2% | +30.8% |
| 1Y | +37.9% | +22.5% | +15.4% | +32.2% |
| 3Y | +69.7% | +100.5% | -30.8% | +50.7% |
| All | +84.8% | +181.9% | -97.1% | +55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling