-11.2%
SHOP vs SLB
+76.5%
-87.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | 0.0% |
| 7D | -1.2% | +3.5% | -4.7% | -1.8% |
| 30D | -14.7% | +6.5% | -21.2% | -15.7% |
| 3M | -7.2% | -0.2% | -7.0% | -7.4% |
| 6M | +54.2% | -5.7% | +59.9% | +54.9% |
| YTD | -8.6% | +36.8% | -45.5% | -16.2% |
| 1Y | +0.5% | +45.8% | -45.3% | -9.2% |
| 3Y | +135.9% | +3.4% | +132.6% | +121.6% |
| All | -11.2% | +76.5% | -87.7% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling