+139,197.7%
MSFT vs SLB
+845.1%
+138,352.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.4% | -2.7% |
| 7D | -6.2% | -1.2% | -5.1% | -6.0% |
| 30D | -3.7% | +4.5% | -8.2% | -4.7% |
| 3M | +3.6% | -4.6% | +8.2% | +4.4% |
| 6M | +26.8% | -6.3% | +33.1% | +27.5% |
| YTD | +8.4% | +35.0% | -26.5% | -0.6% |
| 1Y | +3.3% | +38.8% | -35.5% | -6.2% |
| 3Y | +44.3% | +3.3% | +41.0% | +37.4% |
| 5Y | +63.3% | +73.6% | -10.3% | +30.6% |
| 10Y | +894.4% | -14.2% | +908.6% | +758.0% |
| All | +139,197.7% | +845.1% | +138,352.6% | +52,210.0% |
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