+139.2%
SLB vs UPS
-34.9%
+174.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.1% |
| 7D | +0.4% | -2.1% | +2.6% | +1.2% |
| 30D | +13.6% | -2.3% | +15.9% | +14.5% |
| 3M | +1.5% | -5.2% | +6.7% | +3.1% |
| 6M | +23.0% | +1.4% | +21.6% | +21.2% |
| YTD | +51.2% | +6.1% | +45.1% | +46.4% |
| 1Y | +63.5% | +27.0% | +36.5% | +47.3% |
| 3Y | +2.5% | -25.9% | +28.4% | +8.6% |
| 5Y | +139.2% | -34.6% | +173.8% | +156.6% |
| All | +139.2% | -34.9% | +174.1% | +156.6% |
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