+221.8%
SLB vs BG
+954.5%
-732.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +0.7% |
| 7D | +3.5% | +2.6% | +0.9% | +2.3% |
| 30D | +6.5% | -6.7% | +13.2% | +9.7% |
| 3M | -0.2% | -9.3% | +9.0% | +3.5% |
| 6M | -5.7% | -18.3% | +12.6% | +2.2% |
| YTD | +36.8% | +16.2% | +20.7% | +26.0% |
| 1Y | +45.8% | +7.6% | +38.2% | +38.9% |
| 3Y | +3.4% | +6.6% | -3.2% | -3.3% |
| 5Y | +76.1% | +22.2% | +53.9% | +53.7% |
| 10Y | -13.0% | +112.0% | -125.0% | -42.3% |
| All | +221.8% | +954.5% | -732.7% | +78.5% |
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 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