+73.6%
SLB vs BTG
+33.0%
+40.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.6% | +2.5% |
| 7D | -1.2% | +1.4% | -2.5% | -1.5% |
| 30D | +4.5% | -1.1% | +5.6% | +4.4% |
| 3M | -4.6% | +2.5% | -7.1% | -5.5% |
| 6M | -6.3% | -3.1% | -3.2% | -6.8% |
| YTD | +35.0% | +16.3% | +18.7% | +27.7% |
| 1Y | +38.8% | +27.6% | +11.2% | +28.6% |
| 3Y | +3.3% | +89.5% | -86.3% | -17.4% |
| 5Y | +73.6% | +33.6% | +40.0% | +58.3% |
| All | +73.6% | +33.0% | +40.6% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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