+2,460.3%
SHEL vs UL
+2,661.1%
-200.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | +2.2% | -1.3% | +3.6% | +2.8% |
| 30D | +6.8% | +0.5% | +6.4% | +6.5% |
| 3M | +8.1% | +17.6% | -9.5% | +0.1% |
| 6M | +14.4% | -5.4% | +19.8% | +15.7% |
| YTD | +30.0% | +0.7% | +29.3% | +27.7% |
| 1Y | +33.3% | -9.3% | +42.6% | +36.6% |
| 3Y | +66.4% | +24.5% | +41.9% | +45.6% |
| 5Y | +178.6% | +23.2% | +155.4% | +138.4% |
| 10Y | +198.4% | +64.5% | +133.9% | +116.9% |
| All | +2,460.3% | +2,661.1% | -200.8% | +565.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling