+79.1%
META vs SLB
+64.5%
+14.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.7% | -0.2% | -3.5% |
| 7D | -3.1% | -7.7% | +4.6% | -2.1% |
| 30D | -18.1% | -0.7% | -17.4% | -18.1% |
| 3M | +2.9% | 0.0% | +2.9% | +2.6% |
| 6M | +0.2% | -10.4% | +10.6% | +1.3% |
| YTD | -8.1% | +31.5% | -39.6% | -12.9% |
| 1Y | -4.5% | +39.1% | -43.7% | -10.4% |
| 3Y | +94.2% | -5.7% | +99.9% | +87.8% |
| 5Y | +79.1% | +65.4% | +13.6% | +56.2% |
| All | +79.1% | +64.5% | +14.6% | +56.2% |
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