-4.5%
SLB vs SAP
+75.3%
-79.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +1.0% |
| 7D | -7.1% | -0.7% | -6.4% | -7.1% |
| 30D | +4.1% | +11.1% | -7.0% | +2.6% |
| 3M | -2.6% | +17.0% | -19.7% | -4.7% |
| 6M | -8.6% | +34.8% | -43.4% | -12.8% |
| YTD | +32.2% | -2.2% | +34.4% | +32.0% |
| 1Y | +40.7% | -6.4% | +47.1% | +41.7% |
| 3Y | -4.5% | +75.1% | -79.7% | -12.4% |
| All | -4.5% | +75.3% | -79.8% | -12.4% |
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