+40.7%
SLB vs COMP
+16.2%
+24.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.7% | -10.2% | +0.3% |
| 7D | -7.1% | +13.4% | -20.6% | -7.3% |
| 30D | +4.1% | +11.1% | -7.0% | +3.8% |
| 3M | -2.6% | -18.8% | +16.2% | -2.3% |
| 6M | -8.6% | +10.5% | -19.1% | -9.6% |
| YTD | +32.2% | -3.4% | +35.6% | +31.0% |
| 1Y | +40.7% | +19.7% | +21.0% | +35.1% |
| All | +40.7% | +16.2% | +24.5% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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