+117.9%
ASML vs SLB
-6.6%
+124.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.7% | -5.6% | -7.9% |
| 7D | -19.0% | -7.7% | -11.3% | -16.5% |
| 30D | -25.9% | -0.7% | -25.2% | -25.7% |
| 3M | -19.1% | 0.0% | -19.0% | -19.3% |
| 6M | -5.7% | -10.4% | +4.7% | -2.3% |
| YTD | +27.6% | +31.5% | -3.9% | +13.6% |
| 1Y | +30.8% | +39.1% | -8.4% | +13.6% |
| All | +117.9% | -6.6% | +124.5% | +110.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling