+130.8%
SLB vs SM
+107.8%
+22.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +1.2% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | +15.8% | +26.3% | -10.5% | +4.4% |
| 3M | -0.3% | +8.7% | -9.0% | -5.3% |
| 6M | +21.3% | +51.7% | -30.3% | -3.5% |
| YTD | +52.3% | +99.0% | -46.7% | +5.6% |
| 1Y | +63.6% | +34.6% | +29.0% | +35.0% |
| 3Y | +3.8% | -7.8% | +11.5% | -3.5% |
| All | +130.8% | +107.8% | +22.9% | +39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling