+133,470.8%
MSFT vs SLB
+966.6%
+132,504.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -2.7% | +0.8% | -3.5% | -3.0% |
| 30D | +2.7% | +15.8% | -13.1% | -0.8% |
| 3M | +17.0% | -0.3% | +17.3% | +16.4% |
| 6M | +23.8% | +21.3% | +2.5% | +17.2% |
| YTD | +4.0% | +52.3% | -48.3% | -7.0% |
| 1Y | -0.8% | +63.6% | -64.4% | -13.1% |
| 3Y | +55.6% | +3.8% | +51.8% | +48.2% |
| 5Y | +72.9% | +128.6% | -55.7% | +29.0% |
| 10Y | +875.8% | -3.1% | +878.9% | +720.1% |
| All | +133,470.8% | +966.6% | +132,504.2% | +48,823.9% |
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 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