+258.2%
SLB vs BG
+1,131.5%
-873.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.7% |
| 7D | +0.8% | +2.8% | -2.0% | -0.6% |
| 30D | +15.8% | +12.0% | +3.8% | +9.8% |
| 3M | -0.3% | -7.7% | +7.3% | +2.9% |
| 6M | +21.3% | +4.5% | +16.9% | +17.7% |
| YTD | +52.3% | +35.7% | +16.6% | +31.3% |
| 1Y | +63.6% | +50.1% | +13.5% | +33.7% |
| 3Y | +3.8% | +12.6% | -8.8% | -5.0% |
| 5Y | +128.6% | +75.4% | +53.2% | +70.5% |
| 10Y | -3.1% | +150.5% | -153.5% | -40.3% |
| All | +258.2% | +1,131.5% | -873.3% | +86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling