+37.9%
SLB vs BUD
+214.6%
-176.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.0% | +1.4% |
| 7D | -7.1% | +4.5% | -11.6% | -9.6% |
| 30D | +4.1% | +12.5% | -8.4% | -3.1% |
| 3M | -2.6% | 0.0% | -2.6% | -3.5% |
| 6M | -8.6% | +3.8% | -12.3% | -11.6% |
| YTD | +32.2% | +33.1% | -0.8% | +10.2% |
| 1Y | +40.7% | +35.5% | +5.1% | +15.9% |
| 3Y | -4.5% | +49.4% | -53.9% | -28.4% |
| 5Y | +66.4% | +48.0% | +18.3% | +20.5% |
| 10Y | -15.1% | -8.6% | -6.5% | -24.9% |
| All | +37.9% | +214.6% | -176.7% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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