-7.0%
SLB vs INDA
+121.6%
-128.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.3% |
| 7D | -3.7% | +6.1% | -9.8% | -7.1% |
| 30D | +2.9% | +11.7% | -8.8% | -3.9% |
| 3M | +0.2% | +2.1% | -1.8% | -1.3% |
| 6M | -4.4% | +3.2% | -7.6% | -6.8% |
| YTD | +33.4% | -4.9% | +38.3% | +36.3% |
| 1Y | +40.8% | -4.4% | +45.1% | +43.3% |
| 3Y | +3.2% | +17.6% | -14.4% | -8.2% |
| 5Y | +64.8% | +9.9% | +55.0% | +52.0% |
| 10Y | -16.6% | +102.7% | -119.3% | -46.2% |
| All | -7.0% | +121.6% | -128.6% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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