-0.4%
SLB vs NTRS
+165.3%
-165.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.4% |
| 7D | -2.4% | +0.3% | -2.8% | -2.6% |
| 30D | +4.9% | +0.2% | +4.7% | +4.7% |
| 3M | +1.4% | +13.2% | -11.8% | -3.8% |
| 6M | +17.6% | +36.9% | -19.3% | +2.8% |
| YTD | +48.3% | +39.1% | +9.2% | +28.5% |
| 1Y | +58.7% | +50.4% | +8.2% | +32.7% |
| All | -0.4% | +165.3% | -165.8% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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