+11.7%
SLB vs UMAC
+214.8%
-203.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.6% | +5.6% | -0.8% |
| 7D | -4.3% | -13.9% | +9.6% | -4.0% |
| 30D | +1.9% | -39.6% | +41.5% | +3.0% |
| 3M | -5.7% | -53.6% | +47.9% | -4.3% |
| 6M | -5.3% | -6.2% | +0.8% | -6.2% |
| YTD | +32.2% | -1.2% | +33.3% | +29.8% |
| 1Y | +38.5% | +9.7% | +28.8% | +35.4% |
| All | +11.7% | +214.8% | -203.0% | +6.5% |
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