+73.6%
SLB vs IR
+46.1%
+27.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.5% |
| 7D | -1.2% | +1.1% | -2.2% | -1.7% |
| 30D | +4.5% | +7.6% | -3.1% | +0.7% |
| 3M | -4.6% | +0.1% | -4.7% | -5.0% |
| 6M | -6.3% | +14.0% | -20.2% | -13.3% |
| YTD | +35.0% | +7.5% | +27.5% | +27.2% |
| 1Y | +38.8% | +10.1% | +28.7% | +29.0% |
| 3Y | +3.3% | +24.9% | -21.6% | -12.1% |
| 5Y | +73.6% | +46.9% | +26.8% | +24.7% |
| All | +73.6% | +46.1% | +27.5% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 5y: compounded portfolio wealth divided by compounded IR 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…
5y analysis · Full analysis span regression · 6 months rolling