+73.6%
SLB vs UMC
+87.9%
-14.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.9% | -4.8% | +1.1% |
| 7D | -1.2% | +0.1% | -1.3% | -1.4% |
| 30D | +4.5% | -28.7% | +33.2% | +9.5% |
| 3M | -4.6% | -15.1% | +10.5% | -3.3% |
| 6M | -6.3% | +5.0% | -11.2% | -11.5% |
| YTD | +35.0% | +108.2% | -73.2% | +7.8% |
| 1Y | +38.8% | +121.7% | -82.9% | +9.1% |
| 3Y | +3.3% | +139.8% | -136.5% | -21.9% |
| 5Y | +73.6% | +85.1% | -11.5% | +23.7% |
| All | +73.6% | +87.9% | -14.3% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling