+97.3%
BAC vs SLB
+2.4%
+94.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +2.0% |
| 7D | +2.0% | -3.7% | +5.7% | +3.0% |
| 30D | -6.9% | +2.9% | -9.9% | -7.8% |
| 3M | -19.6% | +0.2% | -19.8% | -19.9% |
| 6M | -0.5% | -4.4% | +4.0% | 0.0% |
| YTD | -6.6% | +33.4% | -40.0% | -16.2% |
| 1Y | -3.0% | +40.8% | -43.7% | -14.6% |
| 3Y | +97.3% | +3.2% | +94.1% | +84.9% |
| All | +97.3% | +2.4% | +94.9% | +84.9% |
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