-5.3%
BAC vs SLB
+39.5%
-44.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.8% |
| 7D | -1.2% | -7.1% | +5.9% | -0.1% |
| 30D | -7.7% | +4.1% | -11.7% | -8.3% |
| 3M | -21.2% | -2.6% | -18.5% | -20.9% |
| 6M | -6.8% | -8.6% | +1.7% | -5.6% |
| YTD | -8.7% | +32.2% | -40.9% | -14.0% |
| 1Y | -5.3% | +40.7% | -45.9% | -12.2% |
| All | -5.3% | +39.5% | -44.8% | -12.2% |
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 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