+201.3%
SLB vs UPS
+272.8%
-71.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | -4.3% | +1.7% | -6.0% | -5.2% |
| 30D | +1.9% | +17.4% | -15.5% | -6.2% |
| 3M | -5.7% | +7.7% | -13.5% | -9.7% |
| 6M | -5.3% | +13.8% | -19.2% | -12.5% |
| YTD | +32.2% | +17.3% | +14.9% | +19.4% |
| 1Y | +38.5% | +27.2% | +11.3% | +20.0% |
| 3Y | +1.1% | -5.6% | +6.8% | -1.7% |
| 5Y | +70.3% | -33.5% | +103.8% | +92.5% |
| 10Y | -17.3% | +43.7% | -61.0% | -43.2% |
| All | +201.3% | +272.8% | -71.5% | +28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling