+46.1%
GOOGL vs SLB
+68.3%
-22.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | -2.3% | +0.8% | -3.2% | -2.4% |
| 30D | -6.6% | +15.8% | -22.4% | -7.5% |
| 3M | -9.0% | -0.3% | -8.7% | -9.0% |
| 6M | +11.8% | +21.3% | -9.5% | +10.1% |
| YTD | +8.3% | +52.3% | -44.0% | +4.0% |
| 1Y | +46.1% | +63.6% | -17.5% | +34.6% |
| All | +46.1% | +68.3% | -22.2% | +34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling