+1,527.5%
META vs SLB
+28.1%
+1,499.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +6.7% | +0.8% | +5.9% | +6.5% |
| 30D | +4.8% | +15.8% | -11.1% | +1.9% |
| 3M | -1.6% | -0.3% | -1.3% | -1.9% |
| 6M | -7.5% | +21.3% | -28.8% | -11.4% |
| YTD | -6.4% | +52.3% | -58.7% | -14.5% |
| 1Y | -17.3% | +63.6% | -81.0% | -25.7% |
| 3Y | +109.9% | +3.8% | +106.2% | +102.3% |
| 5Y | +65.4% | +128.6% | -63.3% | +31.7% |
| 10Y | +391.8% | -3.1% | +394.9% | +334.2% |
| All | +1,527.5% | +28.1% | +1,499.3% | +1,383.0% |
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