+36.4%
UPS vs SHEL
+214.0%
-177.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | -2.0% | +4.1% | -6.1% | -2.9% |
| 30D | -2.0% | +8.4% | -10.3% | -3.8% |
| 3M | -6.2% | +13.7% | -19.9% | -9.0% |
| 6M | +2.8% | +12.7% | -9.9% | -0.4% |
| YTD | +5.9% | +35.3% | -29.4% | -1.9% |
| 1Y | +26.2% | +39.4% | -13.1% | +16.1% |
| 3Y | -26.0% | +71.5% | -97.5% | -35.5% |
| 5Y | -34.3% | +195.0% | -229.3% | -49.9% |
| All | +36.4% | +214.0% | -177.6% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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