-4.8%
SLB vs UPS
+35.8%
-40.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | 0.0% |
| 7D | +0.4% | -2.1% | +2.6% | +1.3% |
| 30D | +13.6% | -2.3% | +15.9% | +14.6% |
| 3M | +1.5% | -5.2% | +6.7% | +3.3% |
| 6M | +23.0% | +1.4% | +21.6% | +20.8% |
| YTD | +51.2% | +6.1% | +45.1% | +45.5% |
| 1Y | +63.5% | +27.0% | +36.5% | +44.7% |
| 3Y | +2.5% | -25.9% | +28.4% | +11.4% |
| 5Y | +139.2% | -34.6% | +173.8% | +166.2% |
| 10Y | -4.8% | +36.2% | -40.9% | -35.2% |
| All | -4.8% | +35.8% | -40.6% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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