+46.2%
SLB vs BTSG
+111.7%
-65.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -4.1% | +17.4% | -21.5% | -5.1% |
| 30D | +2.5% | +12.6% | -10.0% | +1.7% |
| 3M | +2.0% | +11.2% | -9.2% | +1.2% |
| 6M | -6.3% | +30.4% | -36.7% | -10.7% |
| YTD | +36.5% | +86.4% | -49.8% | +21.6% |
| 1Y | +46.2% | +117.9% | -71.7% | +26.7% |
| All | +46.2% | +111.7% | -65.5% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling