+220.3%
SHEL vs UL
+109.3%
+111.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.3% | +1.0% |
| 7D | +0.8% | +1.1% | -0.3% | +0.5% |
| 30D | -3.6% | +4.5% | -8.1% | -4.9% |
| 3M | +12.0% | +6.5% | +5.6% | +9.8% |
| 6M | +19.7% | +18.2% | +1.5% | +13.3% |
| YTD | +39.6% | +4.7% | +35.0% | +36.5% |
| 1Y | +36.4% | +0.8% | +35.7% | +34.8% |
| 3Y | +70.2% | +35.9% | +34.3% | +49.4% |
| 5Y | +169.2% | +33.4% | +135.8% | +133.3% |
| All | +220.3% | +109.3% | +111.0% | +154.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling