-17.3%
SLB vs UL
+106.3%
-123.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.7% | -0.9% |
| 7D | -4.3% | +2.6% | -6.8% | -5.0% |
| 30D | +1.9% | +6.8% | -4.8% | -0.3% |
| 3M | -5.7% | +5.7% | -11.5% | -7.6% |
| 6M | -5.3% | +15.9% | -21.2% | -10.3% |
| YTD | +32.2% | +4.3% | +27.9% | +29.3% |
| 1Y | +38.5% | -0.4% | +38.9% | +37.4% |
| 3Y | +1.1% | +35.0% | -33.8% | -11.3% |
| 5Y | +70.3% | +31.6% | +38.7% | +48.4% |
| 10Y | -17.3% | +104.6% | -121.9% | -33.7% |
| All | -17.3% | +106.3% | -123.6% | -33.7% |
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