+139.3%
SLB vs MKTX
-61.3%
+200.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.3% |
| 6M | +22.2% | -10.9% | +33.1% | +22.8% |
| YTD | +51.1% | -8.6% | +59.7% | +51.6% |
| 1Y | +63.3% | -11.6% | +74.9% | +64.2% |
| 3Y | +2.4% | -24.5% | +27.0% | +3.4% |
| 5Y | +139.3% | -60.7% | +200.1% | +128.7% |
| All | +139.3% | -61.3% | +200.7% | +128.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling