+1.1%
SLB vs M
+155.4%
-154.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.0% |
| 7D | -4.3% | +5.0% | -9.3% | -5.2% |
| 30D | +1.9% | +10.6% | -8.7% | -0.2% |
| 3M | -5.7% | +1.6% | -7.3% | -6.3% |
| 6M | -5.3% | +30.8% | -36.2% | -11.0% |
| YTD | +32.2% | +16.9% | +15.3% | +26.6% |
| 1Y | +38.5% | +26.3% | +12.2% | +30.4% |
| 3Y | +1.1% | +158.6% | -157.5% | -17.7% |
| All | +1.1% | +155.4% | -154.2% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 3y: compounded portfolio wealth divided by compounded M 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…
3y analysis · Full analysis span regression · 6 months rolling