+8,552.4%
SHOP vs NUE
+584.6%
+7,967.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +1.4% |
| 7D | -1.2% | +2.8% | -4.0% | -2.2% |
| 30D | -14.7% | -2.1% | -12.6% | -14.2% |
| 3M | -7.2% | -7.3% | +0.1% | -5.3% |
| 6M | +54.2% | +8.9% | +45.3% | +47.8% |
| YTD | -8.6% | +55.6% | -64.2% | -24.1% |
| 1Y | +0.5% | +74.7% | -74.2% | -20.1% |
| 3Y | +135.9% | +71.7% | +64.3% | +84.0% |
| 5Y | -11.9% | +141.2% | -153.1% | -39.1% |
| 10Y | +3,608.8% | +429.6% | +3,179.2% | +1,720.0% |
| All | +8,552.4% | +584.6% | +7,967.7% | +3,395.2% |
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