-8.2%
SLB vs EW
+30.5%
-38.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -1.0% |
| 7D | -4.3% | +9.3% | -13.5% | -3.3% |
| 30D | +1.9% | +22.1% | -20.1% | +3.9% |
| 3M | -5.7% | +13.0% | -18.7% | -3.8% |
| All | -8.2% | +30.5% | -38.7% | -11.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling