-1.0%
SLB vs BX
+927.0%
-928.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.6% |
| 7D | +0.8% | -4.4% | +5.2% | +2.6% |
| 30D | +15.8% | +0.1% | +15.7% | +15.6% |
| 3M | -0.3% | +16.0% | -16.4% | -6.3% |
| 6M | +21.3% | +21.6% | -0.3% | +11.3% |
| YTD | +52.3% | -8.9% | +61.2% | +55.1% |
| 1Y | +63.6% | -16.6% | +80.2% | +71.7% |
| 3Y | +3.8% | +43.3% | -39.6% | -13.5% |
| 5Y | +128.6% | +25.7% | +102.9% | +86.8% |
| 10Y | -3.1% | +689.5% | -692.6% | -60.4% |
| All | -1.0% | +927.0% | -928.0% | -73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling