+110.2%
SLB vs EW
+7,937.2%
-7,827.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.3% |
| 7D | -7.1% | +11.0% | -18.1% | -9.3% |
| 30D | +4.1% | +19.1% | -15.0% | 0.0% |
| 3M | -2.6% | +14.4% | -17.0% | -5.7% |
| 6M | -8.6% | +22.8% | -31.3% | -13.1% |
| YTD | +32.2% | +19.8% | +12.4% | +26.0% |
| 1Y | +40.7% | +23.9% | +16.8% | +33.0% |
| 3Y | -4.5% | +52.2% | -56.7% | -16.7% |
| 5Y | +66.4% | -13.9% | +80.3% | +61.6% |
| 10Y | -15.1% | +241.9% | -257.0% | -40.3% |
| All | +110.2% | +7,937.2% | -7,827.0% | -15.0% |
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