+101.5%
SLB vs S
-56.8%
+158.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | +0.8% | -7.7% | +8.5% | +1.3% |
| 30D | +15.8% | -5.3% | +21.2% | +16.0% |
| 3M | -0.3% | +20.3% | -20.6% | -1.5% |
| 6M | +21.3% | +47.4% | -26.0% | +18.5% |
| YTD | +52.3% | +32.5% | +19.8% | +49.4% |
| 1Y | +63.6% | +9.5% | +54.1% | +61.8% |
| 3Y | +3.8% | +15.5% | -11.8% | +2.2% |
| 5Y | +128.6% | -71.2% | +199.8% | +130.9% |
| All | +101.5% | -56.8% | +158.3% | +109.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling