+411.8%
GE vs SLB
+76.5%
+335.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | 0.0% |
| 7D | +2.7% | +3.5% | -0.9% | +1.9% |
| 30D | +8.1% | +6.5% | +1.6% | +6.4% |
| 3M | -7.9% | -0.2% | -7.6% | -8.2% |
| 6M | +12.9% | -5.7% | +18.6% | +13.4% |
| YTD | +8.2% | +36.8% | -28.7% | -1.5% |
| 1Y | +9.7% | +45.8% | -36.1% | -1.9% |
| 3Y | +266.1% | +3.4% | +262.8% | +250.6% |
| All | +411.8% | +76.5% | +335.2% | +289.0% |
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