+129.1%
ASML vs SLB
+68.3%
+60.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.1% |
| 7D | +1.1% | +0.8% | +0.3% | +0.8% |
| 30D | +2.2% | +15.8% | -13.6% | -2.6% |
| 3M | -2.3% | -0.3% | -1.9% | -1.6% |
| 6M | +23.0% | +21.3% | +1.6% | +15.6% |
| YTD | +61.1% | +52.3% | +8.8% | +43.2% |
| 1Y | +129.1% | +63.6% | +65.5% | +94.0% |
| All | +129.1% | +68.3% | +60.8% | +94.0% |
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