+110.0%
SLB vs UMC
+172.9%
-62.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.4% |
| 7D | +2.6% | +17.8% | -15.2% | -1.5% |
| 30D | +4.4% | -29.6% | +34.0% | +12.8% |
| 3M | -2.7% | -18.4% | +15.7% | +0.6% |
| 6M | -7.5% | -0.1% | -7.4% | -11.8% |
| YTD | +34.8% | +104.0% | -69.2% | +5.3% |
| 1Y | +44.6% | +121.5% | -76.9% | +10.6% |
| 3Y | +3.2% | +135.0% | -131.8% | -23.6% |
| 5Y | +73.6% | +83.0% | -9.5% | +32.5% |
| 10Y | -14.3% | +1,312.7% | -1,327.0% | -64.1% |
| All | +110.0% | +172.9% | -62.8% | -18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling