+489.2%
SPCX vs SHEL
+53.9%
+435.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | +5.4% |
| 7D | +3.6% | +0.8% | +2.8% | +7.1% |
| 30D | -8.6% | -3.6% | -5.0% | -25.5% |
| 3M | -1.5% | +12.0% | -13.6% | +60.3% |
| 6M | +532.9% | +8.6% | +524.3% | +1,024.2% |
| YTD | +538.6% | +39.6% | +498.9% | +1,017.2% |
| 1Y | +442.9% | +36.4% | +406.4% | +849.6% |
| All | +489.2% | +53.9% | +435.3% | +946.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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