+46.2%
SLB vs UL
+1.7%
+44.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.3% | -4.3% | -1.3% |
| 7D | -4.1% | +4.7% | -8.7% | -4.4% |
| 30D | +2.5% | +11.6% | -9.0% | +1.4% |
| 3M | +2.0% | +5.3% | -3.3% | +1.5% |
| 6M | -6.3% | +16.0% | -22.4% | -8.1% |
| YTD | +36.5% | +5.0% | +31.6% | +37.9% |
| 1Y | +46.2% | +1.1% | +45.1% | +49.1% |
| All | +46.2% | +1.7% | +44.6% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling