+120.5%
SHOP vs SLB
+3.2%
+117.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -5.1% | +0.8% | -5.9% | -5.4% |
| 30D | +0.6% | +15.8% | -15.2% | -3.4% |
| 3M | +25.0% | -0.3% | +25.4% | +25.2% |
| 6M | +11.9% | +21.3% | -9.4% | +3.8% |
| YTD | -9.9% | +52.3% | -62.2% | -24.9% |
| 1Y | 0.0% | +63.6% | -63.7% | -19.8% |
| All | +120.5% | +3.2% | +117.3% | +97.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling