-4.5%
SLB vs SN
+397.9%
-402.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +0.1% |
| 7D | -7.1% | +7.2% | -14.3% | -8.4% |
| 30D | +4.1% | +20.4% | -16.3% | +0.2% |
| 3M | -2.6% | +23.9% | -26.5% | -6.9% |
| 6M | -8.6% | +93.0% | -101.6% | -21.0% |
| YTD | +32.2% | +99.2% | -67.0% | +12.7% |
| 1Y | +40.7% | +142.6% | -102.0% | +14.7% |
| 3Y | -4.5% | +398.8% | -403.3% | -35.2% |
| All | -4.5% | +397.9% | -402.5% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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