+45.4%
MSFT vs SLB
+3.3%
+42.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.4% | -2.4% |
| 7D | -6.2% | -1.2% | -5.1% | -6.2% |
| 30D | -3.7% | +4.5% | -8.2% | -4.0% |
| 3M | +3.6% | -4.6% | +8.2% | +3.9% |
| 6M | +26.8% | -6.3% | +33.1% | +27.3% |
| YTD | +8.4% | +35.0% | -26.5% | +4.1% |
| 1Y | +3.3% | +38.8% | -35.5% | -1.3% |
| All | +45.4% | +3.3% | +42.2% | +36.9% |
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