+62.5%
SLB vs IT
-43.2%
+105.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +1.1% |
| 7D | -7.1% | -16.9% | +9.8% | -5.1% |
| 30D | +4.1% | +2.3% | +1.8% | +3.2% |
| 3M | -2.6% | +2.9% | -5.5% | -3.8% |
| 6M | -8.6% | +25.9% | -34.4% | -13.2% |
| YTD | +32.2% | -24.6% | +56.9% | +36.9% |
| 1Y | +40.7% | -16.0% | +56.7% | +42.2% |
| 3Y | -4.5% | -51.6% | +47.0% | +8.9% |
| All | +62.5% | -43.2% | +105.7% | +72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling