+64.1%
MSFT vs SLB
+65.5%
-1.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.0% |
| 7D | +1.7% | -7.1% | +8.8% | +2.3% |
| 30D | +0.2% | +4.1% | -3.9% | -0.2% |
| 3M | +6.4% | -2.6% | +9.0% | +6.4% |
| 6M | +28.7% | -8.6% | +37.3% | +29.3% |
| YTD | +10.4% | +32.2% | -21.8% | +6.9% |
| 1Y | +7.6% | +40.7% | -33.0% | +3.5% |
| 3Y | +52.3% | -4.5% | +56.8% | +49.3% |
| All | +64.1% | +65.5% | -1.4% | +53.1% |
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