+527.2%
SLB vs IT
+6,228.4%
-5,701.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +1.4% |
| 7D | -7.1% | -16.9% | +9.8% | -3.5% |
| 30D | +4.1% | +2.3% | +1.8% | +2.9% |
| 3M | -2.6% | +2.9% | -5.5% | -4.4% |
| 6M | -8.6% | +25.9% | -34.4% | -15.5% |
| YTD | +32.2% | -24.6% | +56.9% | +35.0% |
| 1Y | +40.7% | -16.0% | +56.7% | +40.1% |
| 3Y | -4.5% | -51.6% | +47.0% | +5.6% |
| 5Y | +66.4% | -42.6% | +109.0% | +73.8% |
| 10Y | -15.1% | +103.6% | -118.6% | -33.2% |
| All | +527.2% | +6,228.4% | -5,701.1% | +186.1% |
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