+3.4%
SLB vs SBAC
-6.5%
+9.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.4% |
| 7D | +3.5% | +0.6% | +2.9% | +3.5% |
| 30D | +6.5% | +5.5% | +1.0% | +6.1% |
| 3M | -0.2% | +3.1% | -3.3% | -0.6% |
| 6M | -5.7% | -7.0% | +1.3% | -5.4% |
| YTD | +36.8% | +0.5% | +36.3% | +36.7% |
| 1Y | +45.8% | +0.2% | +45.6% | +45.6% |
| 3Y | +3.4% | -7.4% | +10.7% | +2.3% |
| All | +3.4% | -6.5% | +9.9% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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