+46.1%
ASML vs SLB
+45.4%
+0.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.2% |
| 7D | -10.0% | -4.1% | -5.9% | -8.8% |
| 30D | -19.4% | +2.5% | -22.0% | -20.0% |
| 3M | -12.5% | +2.0% | -14.5% | -13.2% |
| 6M | +8.2% | -6.3% | +14.6% | +11.1% |
| YTD | +40.7% | +36.5% | +4.2% | +28.4% |
| 1Y | +46.1% | +46.2% | -0.1% | +34.8% |
| All | +46.1% | +45.4% | +0.7% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 1y: compounded portfolio wealth divided by compounded SLB 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…
1y analysis · Full analysis span regression · 6 months rolling