+137.3%
SLB vs UMC
+259.6%
-122.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.6% | -4.4% | -0.9% |
| 7D | +0.8% | +5.0% | -4.1% | -0.4% |
| 30D | +15.8% | +7.7% | +8.2% | +13.5% |
| 3M | -0.3% | +1.7% | -2.0% | -3.2% |
| 6M | +21.3% | +113.9% | -92.6% | -3.6% |
| YTD | +52.3% | +168.9% | -116.6% | +12.8% |
| 1Y | +63.6% | +207.2% | -143.6% | +16.8% |
| 3Y | +3.8% | +227.7% | -223.9% | -28.3% |
| 5Y | +128.6% | +118.0% | +10.6% | +69.5% |
| 10Y | -3.1% | +1,682.1% | -1,685.2% | -61.1% |
| All | +137.3% | +259.6% | -122.4% | -12.8% |
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