+73.6%
SLB vs S
-70.0%
+143.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.3% | +6.2% | +0.3% |
| 7D | +2.6% | +4.1% | -1.5% | +2.3% |
| 30D | +4.4% | -7.2% | +11.6% | +4.7% |
| 3M | -2.7% | 0.0% | -2.7% | -3.0% |
| 6M | -7.5% | +41.6% | -49.2% | -9.7% |
| YTD | +34.8% | +48.6% | -13.8% | +30.9% |
| 1Y | +44.6% | +30.0% | +14.5% | +41.4% |
| 3Y | +3.2% | +42.2% | -39.0% | +0.5% |
| 5Y | +73.6% | -70.8% | +144.3% | +84.2% |
| All | +73.6% | -70.0% | +143.6% | +84.2% |
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