+44.6%
SLB vs IT
-17.7%
+62.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | -0.1% |
| 7D | +2.6% | -3.7% | +6.2% | +2.6% |
| 30D | +4.4% | -3.1% | +7.5% | +4.2% |
| 3M | -2.7% | +6.3% | -9.1% | -3.0% |
| 6M | -7.5% | +24.8% | -32.3% | -8.4% |
| YTD | +34.8% | -24.4% | +59.2% | +37.7% |
| 1Y | +44.6% | -17.1% | +61.7% | +41.8% |
| All | +44.6% | -17.7% | +62.2% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling