+184.7%
SLB vs MKTX
+1,446.2%
-1,261.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | +0.8% | +0.4% | +0.4% | +0.7% |
| 30D | +15.8% | +1.1% | +14.7% | +15.5% |
| 3M | -0.3% | +36.1% | -36.5% | -8.2% |
| 6M | +21.3% | -12.9% | +34.2% | +23.4% |
| YTD | +52.3% | -8.5% | +60.8% | +52.8% |
| 1Y | +63.6% | -7.5% | +71.2% | +63.3% |
| 3Y | +3.8% | -28.3% | +32.1% | +6.6% |
| 5Y | +128.6% | -63.3% | +191.9% | +168.6% |
| 10Y | -3.1% | +4.5% | -7.6% | -20.8% |
| All | +184.7% | +1,446.2% | -1,261.5% | -16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling