+2,883.5%
GE vs SLB
+966.6%
+1,916.9%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -1.6% | +0.8% | -2.4% | -2.0% |
| 30D | -11.6% | +15.8% | -27.4% | -16.0% |
| 3M | +3.0% | -0.3% | +3.4% | +2.1% |
| 6M | -0.5% | +21.3% | -21.9% | -7.9% |
| YTD | +9.7% | +52.3% | -42.6% | -6.2% |
| 1Y | +20.0% | +63.6% | -43.6% | -0.3% |
| 3Y | +275.8% | +3.8% | +272.1% | +253.6% |
| 5Y | +429.1% | +128.6% | +300.4% | +262.6% |
| 10Y | +151.2% | -3.1% | +154.2% | +107.6% |
| All | +2,883.5% | +966.6% | +1,916.9% | +1,163.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling