+119.2%
GOOG vs SLB
+2.4%
+116.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.6% |
| 7D | +2.9% | -3.7% | +6.6% | +3.5% |
| 30D | -17.8% | +2.9% | -20.7% | -18.2% |
| 3M | -19.0% | +0.2% | -19.3% | -19.4% |
| 6M | -27.9% | -4.4% | -23.4% | -27.9% |
| YTD | -8.7% | +33.4% | -42.1% | -15.7% |
| 1Y | +2.5% | +40.8% | -38.3% | -6.8% |
| 3Y | +119.2% | +3.2% | +116.1% | +101.0% |
| All | +119.2% | +2.4% | +116.8% | +101.0% |
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 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