-2.6%
SLB vs UMC
+1,867.9%
-1,870.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.1% | -0.9% |
| 7D | -1.9% | +13.6% | -15.5% | -4.6% |
| 30D | +7.8% | +20.8% | -13.0% | +3.2% |
| 3M | +2.7% | +16.1% | -13.5% | -3.2% |
| 6M | +22.2% | +137.3% | -115.1% | -4.8% |
| YTD | +51.1% | +193.8% | -142.7% | +10.1% |
| 1Y | +63.3% | +236.1% | -172.7% | +14.5% |
| 3Y | +2.4% | +267.1% | -264.7% | -31.1% |
| 5Y | +139.3% | +145.3% | -5.9% | +72.6% |
| 10Y | -2.6% | +1,857.3% | -1,859.9% | -64.9% |
| All | -2.6% | +1,867.9% | -1,870.5% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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