+62.5%
SLB vs M
-11.5%
+74.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.2% | +1.4% |
| 7D | -7.1% | -4.3% | -2.8% | -6.5% |
| 30D | +4.1% | +1.3% | +2.8% | +3.6% |
| 3M | -2.6% | -7.4% | +4.7% | -1.7% |
| 6M | -8.6% | +18.3% | -26.9% | -12.3% |
| YTD | +32.2% | +7.6% | +24.6% | +28.6% |
| 1Y | +40.7% | +17.4% | +23.3% | +34.3% |
| 3Y | -4.5% | +108.4% | -112.9% | -21.8% |
| All | +62.5% | -11.5% | +74.0% | +45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling