-14.4%
SLB vs UPS
+41.3%
-55.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.7% |
| 7D | +2.6% | -0.6% | +3.2% | +2.8% |
| 30D | +4.4% | +16.4% | -12.1% | -2.3% |
| 3M | -2.7% | +7.9% | -10.6% | -6.2% |
| 6M | -7.5% | +15.8% | -23.4% | -14.1% |
| YTD | +34.8% | +16.6% | +18.3% | +24.2% |
| 1Y | +44.6% | +22.3% | +22.3% | +30.3% |
| 3Y | +3.2% | -6.2% | +9.4% | +0.9% |
| 5Y | +73.6% | -34.4% | +108.0% | +94.1% |
| All | -14.4% | +41.3% | -55.7% | -39.4% |
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