+494.7%
SLB vs SAP
+2,432.7%
-1,938.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +1.6% |
| 7D | -7.1% | -0.7% | -6.4% | -7.0% |
| 30D | +4.1% | +11.1% | -7.0% | +1.2% |
| 3M | -2.6% | +17.0% | -19.7% | -6.7% |
| 6M | -8.6% | +34.8% | -43.4% | -16.0% |
| YTD | +32.2% | -2.2% | +34.4% | +30.1% |
| 1Y | +40.7% | -6.4% | +47.1% | +40.0% |
| 3Y | -4.5% | +75.1% | -79.7% | -20.2% |
| 5Y | +66.4% | +69.8% | -3.5% | +38.0% |
| 10Y | -15.1% | +219.8% | -234.9% | -39.9% |
| All | +494.7% | +2,432.7% | -1,938.0% | +210.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling