-4.9%
SHOP vs SLB
+45.4%
-50.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.1% | +8.4% | +7.3% |
| 7D | -9.0% | -4.1% | -5.0% | -9.3% |
| 30D | -4.4% | +2.5% | -7.0% | -4.1% |
| 3M | +24.1% | +2.0% | +22.1% | +24.7% |
| 6M | +20.0% | -6.3% | +26.3% | +21.0% |
| YTD | -4.9% | +36.5% | -41.5% | -10.7% |
| 1Y | -4.9% | +46.2% | -51.2% | -12.4% |
| All | -4.9% | +45.4% | -50.3% | -12.4% |
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