+3.4%
SLB vs SGI
+67.2%
-63.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +3.5% | -5.3% | +8.8% | +4.8% |
| 30D | +6.5% | -2.1% | +8.6% | +6.5% |
| 3M | -0.2% | -8.2% | +7.9% | +1.2% |
| 6M | -5.7% | -4.6% | -1.2% | -6.2% |
| YTD | +36.8% | -31.5% | +68.3% | +48.5% |
| 1Y | +45.8% | -30.8% | +76.6% | +57.6% |
| 3Y | +3.4% | +67.2% | -63.9% | -12.0% |
| All | +3.4% | +67.2% | -63.9% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling