+501.4%
SLB vs NTAP
+21,390.5%
-20,889.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -7.1% | -15.1% | +7.9% | -4.7% |
| 30D | +4.1% | -28.1% | +32.2% | +9.5% |
| 3M | -2.6% | -11.4% | +8.8% | -1.2% |
| 6M | -8.6% | +52.2% | -60.8% | -15.8% |
| YTD | +32.2% | +60.4% | -28.2% | +20.4% |
| 1Y | +40.7% | +51.0% | -10.3% | +29.3% |
| 3Y | -4.5% | +135.6% | -140.1% | -19.4% |
| 5Y | +66.4% | +107.5% | -41.2% | +42.6% |
| 10Y | -15.1% | +608.6% | -623.7% | -39.3% |
| All | +501.4% | +21,390.5% | -20,889.1% | +165.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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