+532.5%
SLB vs ALL
+3,771.7%
-3,239.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.9% | -3.4% |
| 7D | -7.7% | +4.2% | -12.0% | -9.3% |
| 30D | -0.7% | +18.9% | -19.6% | -7.7% |
| 3M | 0.0% | +1.2% | -1.2% | -1.0% |
| 6M | -10.4% | +23.2% | -33.6% | -18.8% |
| YTD | +31.5% | +30.0% | +1.5% | +15.8% |
| 1Y | +39.1% | +39.6% | -0.5% | +18.9% |
| 3Y | -5.7% | +115.2% | -121.0% | -34.2% |
| 5Y | +65.4% | +156.2% | -90.8% | +5.3% |
| 10Y | -15.6% | +398.0% | -413.6% | -57.3% |
| All | +532.5% | +3,771.7% | -3,239.2% | +94.2% |
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