+188.8%
SHEL vs UMC
+143.5%
+45.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.5% | +0.6% |
| 7D | +4.1% | +9.0% | -4.9% | +3.1% |
| 30D | +8.4% | +17.2% | -8.9% | +6.5% |
| 3M | +13.7% | +11.4% | +2.3% | +10.9% |
| 6M | +12.7% | +137.5% | -124.8% | -2.9% |
| YTD | +35.3% | +193.1% | -157.8% | +11.0% |
| 1Y | +39.4% | +240.3% | -200.9% | +10.6% |
| 3Y | +71.5% | +262.2% | -190.7% | +31.6% |
| All | +188.8% | +143.5% | +45.3% | +123.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling