+130.8%
SLB vs B
+153.8%
-23.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.6% |
| 7D | +0.8% | -1.6% | +2.4% | +1.1% |
| 30D | +15.8% | +9.4% | +6.4% | +13.3% |
| 3M | -0.3% | +5.0% | -5.3% | -1.9% |
| 6M | +21.3% | -3.5% | +24.9% | +21.0% |
| YTD | +52.3% | +4.5% | +47.8% | +48.8% |
| 1Y | +63.6% | +67.8% | -4.2% | +42.6% |
| 3Y | +3.8% | +196.7% | -192.9% | -23.2% |
| All | +130.8% | +153.8% | -23.0% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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