+40.7%
SLB vs SM
+72.1%
-31.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.4% |
| 7D | -7.1% | -25.9% | +18.8% | -2.1% |
| 30D | +4.1% | -15.1% | +19.2% | +7.0% |
| 3M | -2.6% | +4.9% | -7.5% | -4.0% |
| 6M | -8.6% | +6.1% | -14.7% | -10.4% |
| YTD | +32.2% | +63.4% | -31.2% | +6.8% |
| 1Y | +40.7% | +72.5% | -31.8% | +9.7% |
| All | +40.7% | +72.1% | -31.4% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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