-11.2%
SHOP vs NUE
+85.4%
-96.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.2% | +1.6% |
| 7D | -11.2% | -0.6% | -10.6% | -11.2% |
| 30D | -14.4% | -4.6% | -9.8% | -14.0% |
| 3M | +16.6% | -0.3% | +16.9% | +17.2% |
| 6M | -0.6% | +51.9% | -52.4% | -8.4% |
| YTD | -20.0% | +60.0% | -80.0% | -28.2% |
| 1Y | -11.2% | +82.9% | -94.1% | -25.1% |
| All | -11.2% | +85.4% | -96.6% | -25.1% |
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 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