+40.7%
SLB vs EW
+23.2%
+17.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.5% |
| 7D | -7.1% | +11.0% | -18.1% | -7.5% |
| 30D | +4.1% | +19.1% | -15.0% | +3.1% |
| 3M | -2.6% | +14.4% | -17.0% | -3.1% |
| 6M | -8.6% | +22.8% | -31.3% | -9.8% |
| YTD | +32.2% | +19.8% | +12.4% | +30.7% |
| 1Y | +40.7% | +23.9% | +16.8% | +37.5% |
| All | +40.7% | +23.2% | +17.4% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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