+645.0%
SLB vs M
+425.5%
+219.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.9% | +2.2% | -2.3% |
| 7D | -7.7% | -2.1% | -5.6% | -7.4% |
| 30D | -0.7% | +7.7% | -8.4% | -2.8% |
| 3M | 0.0% | -4.4% | +4.3% | +0.4% |
| 6M | -10.4% | +27.5% | -37.9% | -16.9% |
| YTD | +31.5% | +12.8% | +18.7% | +25.2% |
| 1Y | +39.1% | +20.7% | +18.4% | +30.0% |
| 3Y | -5.7% | +111.3% | -117.0% | -27.8% |
| 5Y | +65.4% | -6.3% | +71.7% | +45.0% |
| 10Y | -15.6% | +1.5% | -17.0% | -39.7% |
| All | +645.0% | +425.5% | +219.4% | +273.6% |
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