+58.7%
SLB vs BG
+52.8%
+5.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.1% |
| 7D | -2.4% | +3.7% | -6.2% | -3.7% |
| 30D | +4.9% | +12.3% | -7.5% | +0.3% |
| 3M | +1.4% | -2.2% | +3.6% | +1.4% |
| 6M | +17.6% | +5.3% | +12.3% | +14.0% |
| YTD | +48.3% | +42.4% | +5.9% | +29.8% |
| 1Y | +58.7% | +55.2% | +3.5% | +35.5% |
| All | +58.7% | +52.8% | +5.9% | +35.5% |
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