+151.7%
GOOGL vs SLB
+3.2%
+148.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -2.3% | +0.8% | -3.1% | -2.5% |
| 30D | -6.6% | +15.8% | -22.4% | -9.0% |
| 3M | -8.9% | -0.3% | -8.6% | -9.1% |
| 6M | +11.9% | +21.3% | -9.5% | +7.2% |
| YTD | +8.3% | +52.3% | -44.0% | -1.7% |
| 1Y | +46.2% | +63.6% | -17.4% | +30.0% |
| All | +151.7% | +3.2% | +148.5% | +133.5% |
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