+62.5%
SLB vs S
-67.4%
+129.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.1% | +0.5% |
| 7D | -7.1% | -13.4% | +6.3% | -6.3% |
| 30D | +4.1% | -14.0% | +18.1% | +4.9% |
| 3M | -2.6% | +4.9% | -7.5% | -3.1% |
| 6M | -8.6% | +42.0% | -50.6% | -10.7% |
| YTD | +32.2% | +45.1% | -12.9% | +28.5% |
| 1Y | +40.7% | +33.1% | +7.6% | +37.3% |
| 3Y | -4.5% | +40.6% | -45.2% | -7.0% |
| All | +62.5% | -67.4% | +129.9% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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