+17.7%
INTC vs SLB
+65.5%
-47.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.6% | +7.1% | +7.5% |
| 7D | -14.4% | -7.1% | -7.3% | -12.1% |
| 30D | -50.2% | +4.1% | -54.3% | -50.8% |
| 3M | -43.6% | -2.6% | -41.0% | -43.3% |
| 6M | -50.2% | -8.6% | -41.6% | -49.0% |
| YTD | +52.5% | +32.2% | +20.3% | +37.5% |
| 1Y | +51.1% | +40.7% | +10.5% | +33.1% |
| 3Y | +50.3% | -4.5% | +54.8% | +42.7% |
| All | +17.7% | +65.5% | -47.8% | -3.4% |
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 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