+39.8%
SLB vs EW
+26.8%
+13.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | +0.8% |
| 7D | -3.7% | +12.3% | -16.0% | -4.1% |
| 30D | +2.9% | +22.9% | -20.0% | +1.8% |
| 3M | +0.2% | +16.7% | -16.5% | -0.2% |
| 6M | -4.4% | +31.0% | -35.4% | -6.6% |
| YTD | +33.4% | +22.8% | +10.6% | +31.9% |
| All | +39.8% | +26.8% | +13.0% | +37.7% |
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