+2.5%
SLB vs BBY
+42.7%
-40.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | +0.4% | +8.1% | -7.7% | -1.4% |
| 30D | +13.6% | +8.9% | +4.6% | +11.0% |
| 3M | +1.5% | +22.0% | -20.5% | -4.0% |
| 6M | +23.0% | +37.8% | -14.8% | +11.6% |
| YTD | +51.2% | +37.3% | +13.9% | +37.0% |
| 1Y | +63.5% | +21.6% | +41.9% | +53.4% |
| 3Y | +2.5% | +41.5% | -39.0% | -14.1% |
| All | +2.5% | +42.7% | -40.2% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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