+85,040.9%
ASML vs SLB
+637.4%
+84,403.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.2% |
| 7D | -10.0% | -4.1% | -5.9% | -8.6% |
| 30D | -19.4% | +2.5% | -22.0% | -20.3% |
| 3M | -12.5% | +2.0% | -14.5% | -13.6% |
| 6M | +8.2% | -6.3% | +14.6% | +9.7% |
| YTD | +40.7% | +36.5% | +4.2% | +23.5% |
| 1Y | +46.1% | +46.2% | -0.1% | +24.6% |
| 3Y | +138.5% | -2.1% | +140.6% | +130.8% |
| 5Y | +84.2% | +73.7% | +10.5% | +34.5% |
| 10Y | +1,505.1% | -12.3% | +1,517.4% | +1,238.4% |
| All | +85,040.9% | +637.4% | +84,403.5% | +28,342.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling