+130.8%
SLB vs BAX
-65.4%
+196.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +17.1% |
| 3M | -0.3% | +33.5% | -33.9% | -6.6% |
| 6M | +21.3% | +35.9% | -14.5% | +12.8% |
| YTD | +52.3% | +35.4% | +17.0% | +40.9% |
| 1Y | +63.6% | +9.8% | +53.9% | +57.7% |
| 3Y | +3.8% | -32.7% | +36.5% | +8.0% |
| All | +130.8% | -65.4% | +196.2% | +156.1% |
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 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