+210.0%
SHEL vs UL
+66.7%
+143.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | +4.1% | -3.4% | +7.5% | +5.1% |
| 30D | +8.4% | +0.5% | +7.9% | +8.2% |
| 3M | +13.7% | +7.2% | +6.5% | +10.9% |
| 6M | +12.7% | -3.1% | +15.8% | +13.0% |
| YTD | +35.3% | -2.7% | +38.0% | +35.2% |
| 1Y | +39.4% | -10.2% | +49.6% | +42.7% |
| 3Y | +71.5% | +20.3% | +51.2% | +56.5% |
| 5Y | +195.0% | +19.9% | +175.1% | +165.1% |
| All | +210.0% | +66.7% | +143.3% | +164.3% |
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