+2.5%
SLB vs BG
+20.0%
-17.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -2.5% |
| 7D | +0.4% | +2.4% | -1.9% | -0.6% |
| 30D | +13.6% | +15.0% | -1.4% | +6.7% |
| 3M | +1.5% | -0.7% | +2.2% | +1.3% |
| 6M | +23.0% | +7.5% | +15.5% | +17.7% |
| YTD | +51.2% | +41.6% | +9.6% | +28.2% |
| 1Y | +63.5% | +50.7% | +12.8% | +34.0% |
| 3Y | +2.5% | +20.3% | -17.8% | -7.1% |
| All | +2.5% | +20.0% | -17.5% | -7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling