+632.8%
SLB vs ALL
+3,667.9%
-3,035.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.7% |
| 7D | +0.8% | 0.0% | +0.8% | +0.8% |
| 30D | +15.8% | -1.5% | +17.3% | +16.4% |
| 3M | -0.3% | +23.6% | -24.0% | -9.4% |
| 6M | +21.3% | +22.3% | -1.0% | +10.6% |
| YTD | +52.3% | +26.5% | +25.8% | +36.3% |
| 1Y | +63.6% | +27.0% | +36.6% | +45.6% |
| 3Y | +3.8% | +149.6% | -145.8% | -31.9% |
| 5Y | +128.6% | +118.1% | +10.6% | +56.1% |
| 10Y | -3.1% | +369.0% | -372.0% | -49.7% |
| All | +632.8% | +3,667.9% | -3,035.1% | +128.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling