-0.4%
SLB vs NYT
+55.5%
-55.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -2.4% | -0.7% | -1.7% | -2.3% |
| 30D | +4.9% | +4.5% | +0.4% | +4.1% |
| 3M | +1.4% | -8.5% | +9.9% | +2.5% |
| 6M | +17.6% | -15.1% | +32.7% | +20.2% |
| YTD | +48.3% | -3.3% | +51.6% | +46.7% |
| 1Y | +58.7% | +17.0% | +41.7% | +49.6% |
| All | -0.4% | +55.5% | -55.9% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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