+622.6%
SLB vs IT
+6,105.9%
-5,483.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +1.2% |
| 7D | +0.8% | -6.0% | +6.9% | +2.2% |
| 30D | +15.8% | 0.0% | +15.8% | +15.6% |
| 3M | -0.3% | +13.1% | -13.4% | -4.3% |
| 6M | +21.3% | +11.7% | +9.6% | +15.8% |
| YTD | +52.3% | -26.1% | +78.4% | +57.9% |
| 1Y | +63.6% | -21.3% | +84.9% | +66.3% |
| 3Y | +3.8% | -46.7% | +50.5% | +13.0% |
| 5Y | +128.6% | -40.5% | +169.2% | +138.9% |
| 10Y | -3.1% | +103.9% | -107.0% | -23.0% |
| All | +622.6% | +6,105.9% | -5,483.3% | +234.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling