+2.1%
SLB vs UPS
-25.0%
+27.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.6% |
| 7D | +0.8% | -2.9% | +3.7% | +1.9% |
| 30D | +15.8% | -3.5% | +19.3% | +17.1% |
| 3M | -0.3% | -5.7% | +5.4% | +1.4% |
| 6M | +21.3% | -4.4% | +25.7% | +22.2% |
| YTD | +52.3% | +8.0% | +44.3% | +46.4% |
| 1Y | +63.6% | +29.0% | +34.6% | +46.2% |
| All | +2.1% | -25.0% | +27.2% | +1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling