+210.0%
SHEL vs UMC
+1,863.6%
-1,653.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.5% | +0.5% |
| 7D | +4.1% | +9.0% | -4.9% | +2.7% |
| 30D | +8.4% | +17.2% | -8.9% | +5.7% |
| 3M | +13.7% | +11.4% | +2.3% | +10.0% |
| 6M | +12.7% | +137.5% | -124.8% | -5.8% |
| YTD | +35.3% | +193.1% | -157.8% | +7.4% |
| 1Y | +39.4% | +240.3% | -200.9% | +7.1% |
| 3Y | +71.5% | +262.2% | -190.7% | +27.9% |
| 5Y | +195.0% | +143.1% | +51.9% | +131.3% |
| All | +210.0% | +1,863.6% | -1,653.6% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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