-6.3%
SHOP vs SLB
+39.8%
-46.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | +2.1% | +2.6% | -0.5% | +2.3% |
| 30D | -16.8% | +4.4% | -21.2% | -16.5% |
| 3M | -2.4% | -2.7% | +0.3% | -2.4% |
| 6M | +47.0% | -7.5% | +54.6% | +47.8% |
| YTD | -8.8% | +34.8% | -43.6% | -13.4% |
| 1Y | -6.3% | +44.6% | -50.9% | -13.6% |
| All | -6.3% | +39.8% | -46.1% | -13.6% |
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