+130.8%
SLB vs M
+27.3%
+103.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.3% |
| 7D | +0.8% | +4.7% | -3.9% | 0.0% |
| 30D | +15.8% | -9.6% | +25.5% | +18.0% |
| 3M | -0.3% | +0.9% | -1.2% | -0.9% |
| 6M | +21.3% | +22.3% | -0.9% | +15.9% |
| YTD | +52.3% | +6.5% | +45.8% | +49.0% |
| 1Y | +63.6% | +38.8% | +24.8% | +51.7% |
| 3Y | +3.8% | +115.9% | -112.1% | -15.6% |
| All | +130.8% | +27.3% | +103.5% | +89.4% |
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