+227.0%
UPS vs SHEL
+424.4%
-197.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.8% | -1.4% |
| 7D | -2.9% | +2.2% | -5.1% | -3.5% |
| 30D | -3.5% | +6.8% | -10.4% | -5.4% |
| 3M | -5.7% | +8.1% | -13.8% | -8.0% |
| 6M | -4.4% | +14.4% | -18.8% | -8.5% |
| YTD | +8.0% | +30.0% | -21.9% | -0.6% |
| 1Y | +29.0% | +33.3% | -4.3% | +17.7% |
| 3Y | -27.7% | +66.4% | -94.2% | -38.6% |
| 5Y | -34.3% | +178.6% | -212.9% | -52.8% |
| 10Y | +37.8% | +198.4% | -160.6% | -9.0% |
| All | +227.0% | +424.4% | -197.4% | +66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling