-14.4%
SLB vs UL
+107.1%
-121.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +2.6% | -2.5% | +5.0% | +3.3% |
| 30D | +4.4% | +5.7% | -1.3% | +2.4% |
| 3M | -2.7% | +7.0% | -9.7% | -5.0% |
| 6M | -7.5% | +16.1% | -23.6% | -12.4% |
| YTD | +34.8% | +3.6% | +31.3% | +32.2% |
| 1Y | +44.6% | -1.4% | +46.0% | +43.9% |
| 3Y | +3.2% | +34.1% | -30.9% | -9.3% |
| 5Y | +73.6% | +32.0% | +41.6% | +50.9% |
| All | -14.4% | +107.1% | -121.5% | -31.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling