-4.5%
SLB vs IT
-51.0%
+46.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +0.9% |
| 7D | -7.1% | -16.9% | +9.8% | -5.8% |
| 30D | +4.1% | +2.3% | +1.8% | +3.4% |
| 3M | -2.6% | +2.9% | -5.5% | -3.4% |
| 6M | -8.6% | +25.9% | -34.4% | -11.9% |
| YTD | +32.2% | -24.6% | +56.9% | +37.0% |
| 1Y | +40.7% | -16.0% | +56.7% | +42.6% |
| 3Y | -4.5% | -51.6% | +47.0% | +12.5% |
| All | -4.5% | -51.0% | +46.5% | +12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling