+31.9%
BABA vs SLB
+1.2%
+30.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.6% | -2.3% |
| 7D | +2.4% | -4.3% | +6.6% | +3.4% |
| 30D | -7.8% | +1.9% | -9.7% | -8.5% |
| 3M | -22.4% | -5.7% | -16.7% | -21.7% |
| 6M | -26.0% | -5.3% | -20.6% | -25.7% |
| YTD | -29.3% | +32.2% | -61.4% | -36.5% |
| 1Y | -37.5% | +38.5% | -76.0% | -44.9% |
| 3Y | +31.9% | +1.1% | +30.8% | +28.4% |
| All | +31.9% | +1.2% | +30.7% | +28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling