+28.7%
SLB vs UMAC
+494.0%
-465.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.2% | +0.2% |
| 7D | +0.8% | -0.9% | +1.8% | +0.9% |
| 30D | +15.8% | -7.7% | +23.5% | +15.9% |
| 3M | -0.3% | -26.4% | +26.1% | -0.1% |
| 6M | +21.3% | +61.9% | -40.5% | +18.4% |
| YTD | +52.3% | +86.5% | -34.2% | +47.6% |
| 1Y | +63.6% | +156.3% | -92.7% | +56.7% |
| All | +28.7% | +494.0% | -465.3% | +21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling