+139.3%
SLB vs BR
+7.6%
+131.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -1.9% | -5.0% | +3.2% | -0.7% |
| 30D | +7.8% | -2.5% | +10.3% | +8.3% |
| 3M | +2.7% | +13.5% | -10.8% | -0.5% |
| 6M | +22.2% | -9.4% | +31.6% | +24.9% |
| YTD | +51.1% | -23.3% | +74.4% | +61.5% |
| 1Y | +63.3% | -31.6% | +94.9% | +80.6% |
| 3Y | +2.4% | -5.1% | +7.5% | +3.4% |
| 5Y | +139.3% | +8.2% | +131.2% | +131.6% |
| All | +139.3% | +7.6% | +131.7% | +131.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 5y: compounded portfolio wealth divided by compounded BR 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…
5y analysis · Full analysis span regression · 6 months rolling