+2.5%
SLB vs BX
+34.2%
-31.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.1% |
| 7D | +0.4% | -2.0% | +2.4% | +1.1% |
| 30D | +13.6% | -2.3% | +15.9% | +14.4% |
| 3M | +1.5% | +18.5% | -17.0% | -5.2% |
| 6M | +23.0% | +23.7% | -0.7% | +12.2% |
| YTD | +51.2% | -10.4% | +61.6% | +56.1% |
| 1Y | +63.5% | -19.6% | +83.0% | +75.6% |
| 3Y | +2.5% | +30.8% | -28.3% | -6.9% |
| All | +2.5% | +34.2% | -31.7% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 3y: compounded portfolio wealth divided by compounded BX 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…
3y analysis · Full analysis span regression · 6 months rolling