+28.3%
SLB vs BR
+1,321.0%
-1,292.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.5% | +2.0% |
| 7D | +0.8% | -5.3% | +6.1% | +3.7% |
| 30D | +15.8% | +6.4% | +9.4% | +11.8% |
| 3M | -0.3% | +13.6% | -14.0% | -7.6% |
| 6M | +21.3% | -6.7% | +28.0% | +23.7% |
| YTD | +52.3% | -21.1% | +73.4% | +68.8% |
| 1Y | +63.6% | -29.6% | +93.2% | +92.6% |
| 3Y | +3.8% | -2.4% | +6.1% | 0.0% |
| 5Y | +128.6% | +11.2% | +117.4% | +96.3% |
| 10Y | -3.1% | +191.8% | -194.8% | -55.0% |
| All | +28.3% | +1,321.0% | -1,292.7% | -79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling