+27.7%
SLB vs UMAC
+508.0%
-480.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.4% | +6.3% | +0.1% |
| 7D | -1.9% | +3.3% | -5.1% | -1.9% |
| 30D | +7.8% | -10.4% | +18.2% | +7.9% |
| 3M | +2.7% | +1.8% | +0.9% | +2.2% |
| 6M | +22.2% | +40.7% | -18.6% | +19.7% |
| YTD | +51.1% | +90.9% | -39.8% | +46.3% |
| 1Y | +63.3% | +151.8% | -88.4% | +56.5% |
| All | +27.7% | +508.0% | -480.3% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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