+27.8%
SLB vs UMAC
+549.5%
-521.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.3% | -10.1% | -0.9% |
| 7D | +0.4% | +14.7% | -14.3% | +0.1% |
| 30D | +13.6% | -0.5% | +14.1% | +13.4% |
| 3M | +1.5% | +0.5% | +1.0% | +1.1% |
| 6M | +23.0% | +57.9% | -34.9% | +20.2% |
| YTD | +51.2% | +103.9% | -52.7% | +46.2% |
| 1Y | +63.5% | +159.3% | -95.8% | +56.5% |
| All | +27.8% | +549.5% | -521.7% | +20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling