-14.7%
SHOP vs NUE
+142.4%
-157.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.3% |
| 7D | -13.2% | -2.7% | -10.5% | -12.1% |
| 30D | -17.0% | -6.1% | -11.0% | -14.9% |
| 3M | +17.0% | +2.2% | +14.8% | +14.8% |
| 6M | -2.1% | +50.8% | -52.9% | -20.9% |
| YTD | -21.4% | +57.5% | -78.9% | -38.3% |
| 1Y | -11.0% | +82.5% | -93.4% | -35.4% |
| 3Y | +100.9% | +61.7% | +39.2% | +47.7% |
| 5Y | -14.7% | +145.1% | -159.8% | -50.0% |
| All | -14.7% | +142.4% | -157.1% | -50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling