+302.8%
SLB vs NDAQ
+2,327.9%
-2,025.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.0% | +0.8% |
| 7D | +0.8% | -2.4% | +3.3% | +1.6% |
| 30D | +15.8% | +2.5% | +13.4% | +14.8% |
| 3M | -0.3% | +9.9% | -10.3% | -3.8% |
| 6M | +21.3% | +9.4% | +11.9% | +16.9% |
| YTD | +52.3% | +0.4% | +51.9% | +50.1% |
| 1Y | +63.6% | +4.0% | +59.6% | +59.0% |
| 3Y | +3.8% | +94.4% | -90.6% | -18.5% |
| 5Y | +128.6% | +56.7% | +71.9% | +89.5% |
| 10Y | -3.1% | +375.3% | -378.4% | -44.1% |
| All | +302.8% | +2,327.9% | -2,025.1% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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