+135.9%
SHOP vs NUE
+72.4%
+63.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +1.4% |
| 7D | -1.2% | +2.8% | -4.0% | -2.3% |
| 30D | -14.7% | -2.1% | -12.6% | -14.2% |
| 3M | -7.2% | -7.3% | +0.1% | -5.1% |
| 6M | +54.2% | +8.9% | +45.3% | +47.4% |
| YTD | -8.6% | +55.6% | -64.2% | -26.5% |
| 1Y | +0.5% | +74.7% | -74.2% | -23.6% |
| 3Y | +135.9% | +71.7% | +64.3% | +54.7% |
| All | +135.9% | +72.4% | +63.5% | +54.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling