+2,993.7%
SHOP vs NUE
+599.8%
+2,393.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.2% | +1.2% |
| 7D | -11.2% | -0.6% | -10.6% | -11.0% |
| 30D | -14.4% | -4.6% | -9.8% | -13.1% |
| 3M | +16.6% | -0.3% | +16.9% | +16.0% |
| 6M | -0.6% | +51.9% | -52.4% | -15.7% |
| YTD | -20.0% | +60.0% | -80.0% | -33.9% |
| 1Y | -11.2% | +82.9% | -94.1% | -30.4% |
| 3Y | +99.5% | +66.0% | +33.5% | +58.1% |
| 5Y | -13.2% | +149.0% | -162.2% | -40.3% |
| All | +2,993.7% | +599.8% | +2,393.8% | +1,430.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling