+750.3%
SLB vs SM
+1,608.3%
-858.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +1.0% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | +15.8% | +26.3% | -10.5% | +7.3% |
| 3M | -0.3% | +8.7% | -9.0% | -4.0% |
| 6M | +21.3% | +51.7% | -30.3% | +3.3% |
| YTD | +52.3% | +99.0% | -46.7% | +18.2% |
| 1Y | +63.6% | +34.6% | +29.0% | +43.0% |
| 3Y | +3.8% | -7.8% | +11.5% | -0.4% |
| 5Y | +128.6% | +104.8% | +23.9% | +65.6% |
| 10Y | -3.1% | +7.2% | -10.3% | -49.9% |
| All | +750.3% | +1,608.3% | -858.0% | +118.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling