+67.7%
ASML vs SLB
+64.5%
+3.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.7% | -5.6% | -8.2% |
| 7D | -19.0% | -7.7% | -11.3% | -17.0% |
| 30D | -25.9% | -0.7% | -25.2% | -25.7% |
| 3M | -19.1% | 0.0% | -19.0% | -19.2% |
| 6M | -5.7% | -10.4% | +4.7% | -3.1% |
| YTD | +27.6% | +31.5% | -3.9% | +17.0% |
| 1Y | +30.8% | +39.1% | -8.4% | +17.8% |
| 3Y | +116.2% | -5.7% | +121.9% | +110.8% |
| 5Y | +67.7% | +65.4% | +2.2% | +38.7% |
| All | +67.7% | +64.5% | +3.2% | +38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling