+192.5%
SHEL vs UL
+18.7%
+173.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.5% |
| 7D | +3.9% | -4.1% | +8.0% | +4.3% |
| 30D | +7.0% | -1.2% | +8.1% | +7.1% |
| 3M | +12.5% | +6.0% | +6.5% | +11.6% |
| 6M | +14.8% | -5.5% | +20.2% | +15.5% |
| YTD | +34.2% | -3.3% | +37.5% | +34.5% |
| 1Y | +37.0% | -9.8% | +46.8% | +38.6% |
| 3Y | +70.9% | +20.1% | +50.7% | +64.6% |
| 5Y | +192.5% | +19.2% | +173.4% | +175.9% |
| All | +192.5% | +18.7% | +173.9% | +175.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling