+175.0%
SLB vs ITOT
+875.1%
-700.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +2.0% |
| 7D | +3.5% | +2.5% | +1.0% | +0.4% |
| 30D | +6.5% | -1.7% | +8.2% | +8.5% |
| 3M | -0.2% | -3.4% | +3.1% | +3.7% |
| 6M | -5.7% | +2.1% | -7.8% | -8.7% |
| YTD | +36.8% | +11.5% | +25.3% | +18.7% |
| 1Y | +45.8% | +13.6% | +32.2% | +23.5% |
| 3Y | +3.4% | +77.2% | -73.8% | -50.0% |
| 5Y | +76.1% | +64.4% | +11.8% | -9.8% |
| 10Y | -13.0% | +288.6% | -301.6% | -84.6% |
| All | +175.0% | +875.1% | -700.1% | -83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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