+7,788.2%
SHOP vs NUE
+595.7%
+7,192.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.8% | -5.8% | -6.9% |
| 7D | -4.1% | +1.8% | -5.9% | -4.7% |
| 30D | -11.5% | -6.0% | -5.6% | -9.7% |
| 3M | +21.1% | +1.4% | +19.6% | +19.7% |
| 6M | +3.0% | +52.8% | -49.8% | -13.0% |
| YTD | -16.7% | +58.1% | -74.8% | -30.9% |
| 1Y | -8.3% | +80.4% | -88.7% | -27.8% |
| 3Y | +112.8% | +62.3% | +50.5% | +70.0% |
| 5Y | -9.3% | +146.2% | -155.5% | -37.6% |
| 10Y | +3,003.4% | +549.5% | +2,453.9% | +1,319.0% |
| All | +7,788.2% | +595.7% | +7,192.5% | +3,083.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling