+73.6%
SLB vs ALL
+158.6%
-85.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | -1.2% | -2.6% | +1.4% | -0.5% |
| 30D | +4.5% | +12.7% | -8.2% | +0.6% |
| 3M | -4.6% | +0.4% | -5.0% | -5.1% |
| 6M | -6.3% | +23.8% | -30.0% | -13.2% |
| YTD | +35.0% | +27.8% | +7.2% | +23.0% |
| 1Y | +38.8% | +28.9% | +9.9% | +26.0% |
| 3Y | +3.3% | +113.9% | -110.6% | -25.3% |
| 5Y | +73.6% | +157.4% | -83.8% | +9.1% |
| All | +73.6% | +158.6% | -85.0% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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