+133.7%
GOOG vs SLB
+128.1%
+5.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +1.1% | +0.4% | +0.6% | +1.0% |
| 30D | -5.1% | +13.6% | -18.6% | -6.5% |
| 3M | -7.1% | +1.5% | -8.6% | -7.4% |
| 6M | +12.7% | +23.0% | -10.4% | +9.4% |
| YTD | +7.1% | +51.2% | -44.1% | +1.0% |
| 1Y | +43.6% | +63.5% | -19.9% | +33.9% |
| 3Y | +146.8% | +2.5% | +144.3% | +136.9% |
| 5Y | +133.7% | +139.2% | -5.5% | +103.1% |
| All | +133.7% | +128.1% | +5.6% | +103.1% |
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