+64.8%
SLB vs P
+256.2%
-191.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.3% | -5.4% | +0.2% |
| 7D | -3.7% | -9.6% | +5.9% | -2.8% |
| 30D | +2.9% | -33.4% | +36.4% | +7.1% |
| 3M | +0.2% | +14.2% | -14.0% | -2.3% |
| 6M | -4.4% | +31.6% | -36.0% | -9.0% |
| YTD | +33.4% | +53.5% | -20.0% | +23.9% |
| 1Y | +40.8% | +14.2% | +26.6% | +34.0% |
| 3Y | +3.2% | +190.5% | -187.3% | -18.4% |
| 5Y | +64.8% | +256.3% | -191.5% | +23.3% |
| All | +64.8% | +256.2% | -191.4% | +23.3% |
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