+228.0%
SLB vs A
+457.0%
-229.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | +0.8% | -1.9% | +2.8% | +1.4% |
| 30D | +15.8% | +6.9% | +8.9% | +13.7% |
| 3M | -0.3% | +9.2% | -9.6% | -3.1% |
| 6M | +21.3% | +25.7% | -4.3% | +12.7% |
| YTD | +52.3% | +11.5% | +40.8% | +46.1% |
| 1Y | +63.6% | +18.4% | +45.2% | +54.0% |
| 3Y | +3.8% | +26.6% | -22.8% | -5.3% |
| 5Y | +128.6% | -12.8% | +141.5% | +126.2% |
| 10Y | -3.1% | +247.2% | -250.2% | -32.9% |
| All | +228.0% | +457.0% | -229.0% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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