+62.5%
SLB vs BAX
-63.7%
+126.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | 0.0% | +0.5% |
| 7D | -7.1% | +12.1% | -19.2% | -9.2% |
| 30D | +4.1% | +7.6% | -3.5% | +2.3% |
| 3M | -2.6% | -4.5% | +1.8% | -2.1% |
| 6M | -8.6% | +52.0% | -60.6% | -17.0% |
| YTD | +32.2% | +35.1% | -2.9% | +22.0% |
| 1Y | +40.7% | +43.7% | -3.1% | +27.9% |
| 3Y | -4.5% | -20.9% | +16.4% | -3.0% |
| All | +62.5% | -63.7% | +126.2% | +70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling