-8.6%
SLB vs IT
+27.7%
-36.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +0.7% |
| 7D | -7.1% | -16.9% | +9.8% | -6.7% |
| 30D | +4.1% | +2.3% | +1.8% | +3.5% |
| 3M | -2.6% | +2.9% | -5.5% | -3.1% |
| 6M | -8.6% | +25.9% | -34.4% | -10.7% |
| All | -8.6% | +27.7% | -36.2% | -10.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling