+2.5%
SLB vs UMC
+252.5%
-250.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.1% | -5.8% | -1.4% |
| 7D | +0.4% | +6.6% | -6.2% | -0.5% |
| 30D | +13.6% | +16.6% | -3.0% | +11.1% |
| 3M | +1.5% | +11.0% | -9.5% | -2.1% |
| 6M | +23.0% | +131.3% | -108.3% | +0.2% |
| YTD | +51.2% | +182.5% | -131.3% | +16.1% |
| 1Y | +63.5% | +222.3% | -158.8% | +20.2% |
| 3Y | +2.5% | +253.0% | -250.5% | -29.2% |
| All | +2.5% | +252.5% | -250.0% | -29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling