-23.1%
BA vs SLB
+64.5%
-87.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.7% | +1.2% | -1.6% |
| 7D | -0.1% | -7.7% | +7.7% | +1.9% |
| 30D | -9.1% | -0.7% | -8.4% | -9.2% |
| 3M | -28.2% | 0.0% | -28.2% | -28.6% |
| 6M | -23.1% | -10.4% | -12.7% | -21.8% |
| YTD | -20.6% | +31.5% | -52.0% | -28.1% |
| 1Y | -12.7% | +39.1% | -51.8% | -22.5% |
| 3Y | -11.6% | -5.7% | -5.8% | -14.4% |
| 5Y | -23.1% | +65.4% | -88.6% | -42.2% |
| All | -23.1% | +64.5% | -87.7% | -42.2% |
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