+142.2%
SLB vs EW
+6,974.1%
-6,831.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | +0.8% | -0.3% | +1.2% | +0.9% |
| 30D | +15.8% | +1.0% | +14.8% | +15.6% |
| 3M | -0.3% | +2.8% | -3.1% | -1.2% |
| 6M | +21.3% | +5.5% | +15.9% | +19.4% |
| YTD | +52.3% | +5.5% | +46.8% | +49.8% |
| 1Y | +63.6% | +11.0% | +52.6% | +58.8% |
| 3Y | +3.8% | +17.7% | -13.9% | -3.9% |
| 5Y | +128.6% | -25.7% | +154.4% | +129.7% |
| 10Y | -3.1% | +132.8% | -135.9% | -26.3% |
| All | +142.2% | +6,974.1% | -6,831.9% | +1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling