+2.6%
SLB vs PSX
+1,118.1%
-1,115.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -0.3% |
| 7D | -4.3% | -7.8% | +3.5% | +1.2% |
| 30D | +1.9% | -9.9% | +11.8% | +8.7% |
| 3M | -5.7% | +16.9% | -22.7% | -16.9% |
| 6M | -5.3% | +48.0% | -53.3% | -30.1% |
| YTD | +32.2% | +98.3% | -66.2% | -22.2% |
| 1Y | +38.5% | +86.2% | -47.7% | -14.7% |
| 3Y | +1.1% | +144.0% | -142.8% | -50.4% |
| 5Y | +70.3% | +287.7% | -217.5% | -40.2% |
| 10Y | -17.3% | +338.3% | -355.6% | -73.4% |
| All | +2.6% | +1,118.1% | -1,115.5% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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