+11,639.4%
GOOG vs SLB
+168.5%
+11,470.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +1.5% |
| 7D | +1.2% | -1.2% | +2.3% | +1.5% |
| 30D | -16.7% | +4.5% | -21.2% | -17.8% |
| 3M | -15.2% | -4.6% | -10.6% | -14.6% |
| 6M | -24.8% | -6.3% | -18.5% | -24.4% |
| YTD | -7.2% | +35.0% | -42.2% | -15.9% |
| 1Y | -0.1% | +38.8% | -38.9% | -10.4% |
| 3Y | +118.8% | +3.3% | +115.6% | +108.1% |
| 5Y | +99.9% | +73.6% | +26.3% | +55.1% |
| 10Y | +678.2% | -14.2% | +692.4% | +571.8% |
| All | +11,639.4% | +168.5% | +11,470.9% | +7,884.4% |
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