+44.6%
SLB vs BG
+6.6%
+38.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +2.6% | +1.5% | +1.1% | +2.0% |
| 30D | +4.4% | -7.0% | +11.4% | +7.2% |
| 3M | -2.7% | -10.0% | +7.2% | +0.6% |
| 6M | -7.5% | -19.8% | +12.3% | 0.0% |
| YTD | +34.8% | +14.3% | +20.5% | +15.5% |
| 1Y | +44.6% | +6.5% | +38.1% | +27.2% |
| All | +44.6% | +6.6% | +38.0% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling