+1.4%
SLB vs MKTX
-25.1%
+26.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -1.9% | +0.3% | -2.1% | -1.9% |
| 30D | +7.8% | +1.0% | +6.8% | +7.8% |
| 3M | +2.7% | +40.8% | -38.1% | +2.9% |
| 6M | +22.2% | -10.9% | +33.1% | +22.1% |
| YTD | +51.1% | -8.6% | +59.7% | +51.1% |
| 1Y | +63.3% | -11.6% | +74.9% | +63.5% |
| All | +1.4% | -25.1% | +26.6% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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