+3.2%
SLB vs SBAC
-8.8%
+12.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.2% |
| 7D | +0.8% | -0.8% | +1.6% | +0.9% |
| 30D | +15.8% | +6.9% | +8.9% | +15.3% |
| 3M | -0.3% | -8.2% | +7.9% | +0.2% |
| 6M | +21.3% | -1.6% | +23.0% | +21.7% |
| YTD | +52.3% | -0.1% | +52.4% | +52.3% |
| 1Y | +63.6% | -0.5% | +64.1% | +63.6% |
| All | +3.2% | -8.8% | +12.0% | +1.9% |
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