+188.8%
SHEL vs SCCO
+303.5%
-114.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +0.9% |
| 7D | +4.1% | -2.7% | +6.8% | +4.6% |
| 30D | +8.4% | -0.7% | +9.1% | +8.2% |
| 3M | +13.7% | +8.1% | +5.6% | +10.6% |
| 6M | +12.7% | +4.1% | +8.6% | +9.3% |
| YTD | +35.3% | +41.1% | -5.8% | +18.6% |
| 1Y | +39.4% | +95.6% | -56.2% | +9.7% |
| 3Y | +71.5% | +179.3% | -107.8% | +14.0% |
| All | +188.8% | +303.5% | -114.7% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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