-37.5%
BABA vs SLB
+38.6%
-76.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.6% | -2.4% |
| 7D | +2.4% | -4.3% | +6.6% | +2.9% |
| 30D | -7.8% | +1.9% | -9.7% | -8.3% |
| 3M | -22.4% | -5.7% | -16.7% | -22.1% |
| 6M | -26.0% | -5.3% | -20.6% | -25.6% |
| YTD | -29.3% | +32.2% | -61.4% | -33.8% |
| 1Y | -37.5% | +38.5% | -76.0% | -40.7% |
| All | -37.5% | +38.6% | -76.1% | -40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling