+3.2%
SLB vs SAP
+62.3%
-59.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | +0.8% | -2.9% | +3.7% | +1.2% |
| 30D | +15.8% | +9.0% | +6.8% | +14.6% |
| 3M | -0.3% | +14.9% | -15.3% | -2.7% |
| 6M | +21.3% | +11.9% | +9.4% | +18.8% |
| YTD | +52.3% | -9.9% | +62.2% | +53.6% |
| 1Y | +63.6% | -19.5% | +83.1% | +68.6% |
| All | +3.2% | +62.3% | -59.1% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 3y: compounded portfolio wealth divided by compounded SAP 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…
3y analysis · Full analysis span regression · 6 months rolling