+84.2%
ASML vs SLB
+71.3%
+12.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.3% |
| 7D | -10.0% | -4.1% | -5.9% | -8.9% |
| 30D | -19.4% | +2.5% | -22.0% | -20.1% |
| 3M | -12.5% | +2.0% | -14.5% | -13.3% |
| 6M | +8.2% | -6.3% | +14.6% | +9.7% |
| YTD | +40.7% | +36.5% | +4.2% | +27.5% |
| 1Y | +46.1% | +46.2% | -0.1% | +29.6% |
| 3Y | +138.5% | -2.1% | +140.6% | +129.7% |
| 5Y | +84.2% | +73.7% | +10.5% | +51.2% |
| All | +84.2% | +71.3% | +12.9% | +51.2% |
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