-15.8%
F vs SLB
+65.5%
-81.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | +1.6% | -7.1% | +8.7% | +3.9% |
| 30D | +2.6% | +4.1% | -1.4% | +1.0% |
| 3M | -8.8% | -2.6% | -6.2% | -8.6% |
| 6M | +4.6% | -8.6% | +13.2% | +6.2% |
| YTD | -1.9% | +32.2% | -34.1% | -13.2% |
| 1Y | -0.8% | +40.7% | -41.4% | -14.3% |
| 3Y | +43.5% | -4.5% | +48.0% | +37.9% |
| All | -15.8% | +65.5% | -81.3% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling