-4.5%
SLB vs UL
+35.9%
-40.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.7% |
| 7D | -7.1% | +1.1% | -8.2% | -7.2% |
| 30D | +4.1% | +8.2% | -4.1% | +3.4% |
| 3M | -2.6% | +4.5% | -7.2% | -3.0% |
| 6M | -8.6% | +12.6% | -21.1% | -9.6% |
| YTD | +32.2% | +3.5% | +28.7% | +31.9% |
| 1Y | +40.7% | -0.4% | +41.1% | +40.7% |
| 3Y | -4.5% | +36.0% | -40.5% | -9.6% |
| All | -4.5% | +35.9% | -40.4% | -9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling