+5.8%
SLB vs P
+485.4%
-479.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.1% |
| 7D | +0.8% | +6.5% | -5.7% | -0.5% |
| 30D | +15.8% | +18.8% | -3.0% | +11.1% |
| 3M | -0.3% | +26.7% | -27.1% | -6.2% |
| 6M | +21.3% | +62.2% | -40.8% | +7.4% |
| YTD | +52.3% | +48.5% | +3.8% | +36.2% |
| 1Y | +63.6% | +26.4% | +37.2% | +47.9% |
| 3Y | +3.8% | +159.4% | -155.6% | -26.3% |
| 5Y | +128.6% | +275.8% | -147.1% | +41.3% |
| 10Y | -3.1% | +732.0% | -735.1% | -52.0% |
| All | +5.8% | +485.4% | -479.6% | -47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling