+763.1%
SLB vs M
+396.5%
+366.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.5% |
| 7D | +0.8% | +4.7% | -3.9% | -0.3% |
| 30D | +15.8% | -9.6% | +25.5% | +18.6% |
| 3M | -0.3% | +0.9% | -1.2% | -1.1% |
| 6M | +21.3% | +22.3% | -0.9% | +14.3% |
| YTD | +52.3% | +6.5% | +45.8% | +47.9% |
| 1Y | +63.6% | +38.8% | +24.8% | +48.1% |
| 3Y | +3.8% | +115.9% | -112.1% | -20.8% |
| 5Y | +128.6% | +28.6% | +100.0% | +83.8% |
| 10Y | -3.1% | -2.5% | -0.5% | -29.7% |
| All | +763.1% | +396.5% | +366.6% | +341.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling