+135.1%
BAC vs SLB
+3.2%
+131.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | +1.1% | +0.8% | +0.3% | +0.8% |
| 30D | -0.4% | +15.8% | -16.2% | -4.4% |
| 3M | +16.9% | -0.3% | +17.3% | +16.6% |
| 6M | +26.6% | +21.3% | +5.3% | +18.9% |
| YTD | +15.8% | +52.3% | -36.5% | +0.8% |
| 1Y | +27.2% | +63.6% | -36.4% | +7.7% |
| All | +135.1% | +3.2% | +131.9% | +119.4% |
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