+130.8%
SLB vs COMP
-31.2%
+162.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | +0.1% |
| 7D | +0.8% | +1.4% | -0.5% | +0.7% |
| 30D | +15.8% | -13.3% | +29.2% | +16.9% |
| 3M | -0.3% | +41.1% | -41.5% | -3.4% |
| 6M | +21.3% | +17.2% | +4.2% | +18.6% |
| YTD | +52.3% | +5.2% | +47.1% | +49.6% |
| 1Y | +63.6% | +18.9% | +44.7% | +58.6% |
| 3Y | +3.8% | +215.9% | -212.1% | -9.4% |
| All | +130.8% | -31.2% | +162.0% | +134.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling