+45.8%
SLB vs UMAC
+8.8%
+37.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.6% | +6.1% | +1.6% |
| 7D | +3.5% | -5.2% | +8.7% | +3.6% |
| 30D | +6.5% | -36.4% | +42.9% | +7.7% |
| 3M | -0.2% | -58.6% | +58.4% | +1.6% |
| 6M | -5.7% | -24.6% | +18.9% | -5.7% |
| YTD | +36.8% | -11.5% | +48.3% | +30.2% |
| 1Y | +45.8% | +16.9% | +28.9% | +36.0% |
| All | +45.8% | +8.8% | +37.0% | +36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling