-8.6%
SLB vs BTI
+5.0%
-13.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.0% | +0.4% |
| 7D | -7.1% | -1.0% | -6.1% | -7.1% |
| 30D | +4.1% | +13.0% | -8.9% | +4.0% |
| 3M | -2.6% | +5.3% | -8.0% | -2.3% |
| 6M | -8.6% | +5.3% | -13.9% | -7.4% |
| All | -8.6% | +5.0% | -13.6% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 6mo: compounded portfolio wealth divided by compounded BTI 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…
6mo analysis · Full analysis span regression · 6 months rolling