+951.8%
SHEL vs SCCO
+35,790.2%
-34,838.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +3.0% | +2.4% | +0.6% | +2.3% |
| 30D | +7.2% | +6.4% | +0.8% | +4.9% |
| 3M | +12.9% | +21.6% | -8.7% | +5.2% |
| 6M | +13.7% | +13.4% | +0.3% | +6.3% |
| YTD | +33.7% | +52.6% | -19.0% | +12.8% |
| 1Y | +37.9% | +122.4% | -84.5% | +2.7% |
| 3Y | +70.2% | +208.5% | -138.2% | +10.6% |
| 5Y | +192.3% | +353.9% | -161.6% | +64.2% |
| 10Y | +207.3% | +1,187.3% | -980.0% | +23.8% |
| All | +951.8% | +35,790.2% | -34,838.4% | +148.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling