+31,416.6%
AVGO vs SLB
+58.9%
+31,357.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -3.0% | +0.8% | -3.8% | -3.3% |
| 30D | -14.4% | +15.8% | -30.3% | -18.8% |
| 3M | -14.4% | -0.3% | -14.1% | -15.0% |
| 6M | +13.1% | +21.3% | -8.2% | +4.8% |
| YTD | +3.8% | +52.3% | -48.5% | -11.6% |
| 1Y | +17.8% | +63.6% | -45.8% | -2.5% |
| 3Y | +325.3% | +3.8% | +321.5% | +301.5% |
| 5Y | +689.9% | +128.6% | +561.3% | +422.9% |
| 10Y | +2,597.0% | -3.1% | +2,600.1% | +2,084.6% |
| All | +31,416.6% | +58.9% | +31,357.8% | +19,398.2% |
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 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