-4.5%
SLB vs SMR
+43.9%
-48.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +16.2% | -15.7% | -0.2% |
| 7D | -7.1% | -9.6% | +2.5% | -6.7% |
| 30D | +4.1% | -33.8% | +37.9% | +5.9% |
| 3M | -2.6% | -46.4% | +43.7% | -0.3% |
| 6M | -8.6% | -62.4% | +53.9% | -5.1% |
| YTD | +32.2% | -64.1% | +96.4% | +36.7% |
| 1Y | +40.7% | -84.3% | +125.0% | +50.4% |
| 3Y | -4.5% | +55.8% | -60.4% | -18.6% |
| All | -4.5% | +43.9% | -48.4% | -18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling