+3.2%
SLB vs BAX
-32.5%
+35.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | 0.0% |
| 7D | +0.8% | -1.1% | +2.0% | +1.1% |
| 30D | +15.8% | -5.5% | +21.3% | +17.2% |
| 3M | -0.3% | +33.5% | -33.9% | -7.3% |
| 6M | +21.3% | +35.9% | -14.5% | +12.0% |
| YTD | +52.3% | +35.4% | +17.0% | +39.6% |
| 1Y | +63.6% | +9.8% | +53.9% | +57.3% |
| All | +3.2% | -32.5% | +35.6% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 3y: compounded portfolio wealth divided by compounded BAX 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…
3y analysis · Full analysis span regression · 6 months rolling