+46.2%
SLB vs SMR
-87.0%
+133.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | -0.8% |
| 7D | -4.1% | -9.5% | +5.4% | -3.5% |
| 30D | +2.5% | -33.2% | +35.7% | +5.0% |
| 3M | +2.0% | -45.9% | +47.9% | +5.4% |
| 6M | -6.3% | -57.9% | +51.5% | -1.5% |
| YTD | +36.5% | -63.8% | +100.3% | +44.6% |
| 1Y | +46.2% | -85.6% | +131.8% | +64.1% |
| All | +46.2% | -87.0% | +133.2% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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