+122.7%
SLB vs NTRS
+93.2%
+29.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.4% |
| 7D | -2.5% | +1.4% | -3.9% | -3.1% |
| 30D | +7.1% | -0.7% | +7.8% | +7.3% |
| 3M | +0.6% | +11.3% | -10.7% | -4.1% |
| 6M | +17.6% | +35.5% | -17.9% | +2.5% |
| YTD | +48.5% | +40.6% | +7.9% | +27.1% |
| 1Y | +59.4% | +49.2% | +10.2% | +32.6% |
| 3Y | -0.4% | +167.2% | -167.6% | -37.2% |
| All | +122.7% | +93.2% | +29.5% | +54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling