+44.6%
SLB vs SGI
-33.8%
+78.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +0.3% |
| 7D | +2.6% | -10.7% | +13.2% | +4.2% |
| 30D | +4.4% | -3.6% | +8.0% | +4.6% |
| 3M | -2.7% | -5.4% | +2.7% | -2.4% |
| 6M | -7.5% | -7.0% | -0.5% | -7.7% |
| YTD | +34.8% | -31.6% | +66.4% | +44.3% |
| 1Y | +44.6% | -33.5% | +78.1% | +56.3% |
| All | +44.6% | -33.8% | +78.4% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling