+3.4%
SLB vs BAX
-18.0%
+21.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +3.5% | +0.1% | +3.4% | +3.5% |
| 30D | +6.5% | +4.1% | +2.4% | +5.3% |
| 3M | -0.2% | -4.5% | +4.3% | +0.5% |
| 6M | -5.7% | +49.2% | -55.0% | -15.3% |
| YTD | +36.8% | +35.2% | +1.6% | +24.4% |
| 1Y | +45.8% | +38.3% | +7.5% | +31.6% |
| 3Y | +3.4% | -19.0% | +22.4% | +4.1% |
| All | +3.4% | -18.0% | +21.3% | +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