-4.9%
SHOP vs NUE
+86.4%
-91.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.1% | +9.4% | +7.4% |
| 7D | -9.0% | -1.4% | -7.6% | -8.9% |
| 30D | -4.4% | +6.6% | -11.0% | -4.7% |
| 3M | +24.1% | -2.0% | +26.1% | +24.1% |
| 6M | +20.0% | +19.2% | +0.8% | +19.8% |
| YTD | -4.9% | +65.6% | -70.5% | -13.7% |
| 1Y | -4.9% | +87.8% | -92.8% | -20.5% |
| All | -4.9% | +86.4% | -91.3% | -20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling