+9.0%
MSFT vs SLB
+45.4%
-36.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.1% | +7.8% | +6.6% |
| 7D | +4.7% | -4.1% | +8.7% | +4.5% |
| 30D | +5.8% | +2.5% | +3.3% | +6.0% |
| 3M | +13.0% | +2.0% | +11.0% | +13.2% |
| 6M | +34.9% | -6.3% | +41.3% | +35.0% |
| YTD | +15.7% | +36.5% | -20.9% | +21.3% |
| 1Y | +9.0% | +46.2% | -37.3% | +15.5% |
| All | +9.0% | +45.4% | -36.5% | +15.5% |
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 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