+62.5%
SLB vs UPS
-34.3%
+96.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.0% | +1.4% |
| 7D | -7.1% | 0.0% | -7.2% | -7.2% |
| 30D | +4.1% | +17.3% | -13.3% | -1.9% |
| 3M | -2.6% | +6.6% | -9.3% | -5.2% |
| 6M | -8.6% | +12.0% | -20.6% | -13.0% |
| YTD | +32.2% | +14.4% | +17.8% | +24.2% |
| 1Y | +40.7% | +23.3% | +17.3% | +28.2% |
| 3Y | -4.5% | -9.6% | +5.1% | -6.0% |
| All | +62.5% | -34.3% | +96.8% | +70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling