+65.4%
SLB vs P
+237.3%
-171.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -16.4% | +12.7% | -1.9% |
| 7D | -7.7% | -31.9% | +24.1% | -4.0% |
| 30D | -0.7% | -36.5% | +35.8% | +3.9% |
| 3M | 0.0% | +11.6% | -11.6% | -2.3% |
| 6M | -10.4% | +25.2% | -35.6% | -14.3% |
| YTD | +31.5% | +39.4% | -8.0% | +23.4% |
| 1Y | +39.1% | -3.7% | +42.8% | +35.3% |
| 3Y | -5.7% | +167.3% | -173.0% | -24.9% |
| 5Y | +65.4% | +237.3% | -171.9% | +23.5% |
| All | +65.4% | +237.3% | -171.9% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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