+958.5%
SLB vs UL
+2,661.1%
-1,702.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | +0.8% | -1.3% | +2.2% | +1.4% |
| 30D | +15.8% | +0.5% | +15.3% | +15.5% |
| 3M | -0.3% | +17.6% | -17.9% | -7.2% |
| 6M | +21.3% | -5.4% | +26.7% | +22.9% |
| YTD | +52.3% | +0.7% | +51.6% | +50.3% |
| 1Y | +63.6% | -9.3% | +72.9% | +67.8% |
| 3Y | +3.8% | +24.5% | -20.8% | -7.8% |
| 5Y | +128.6% | +23.2% | +105.4% | +99.3% |
| 10Y | -3.1% | +64.5% | -67.5% | -26.7% |
| All | +958.5% | +2,661.1% | -1,702.6% | +219.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling