+1.1%
SLB vs SN
+431.1%
-430.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -0.7% |
| 7D | -4.3% | +7.6% | -11.8% | -5.6% |
| 30D | +1.9% | +22.4% | -20.5% | -2.2% |
| 3M | -5.7% | +21.7% | -27.4% | -9.5% |
| 6M | -5.3% | +102.8% | -108.2% | -19.2% |
| YTD | +32.2% | +102.4% | -70.3% | +12.2% |
| 1Y | +38.5% | +139.0% | -100.5% | +13.2% |
| 3Y | +1.1% | +440.4% | -439.3% | -33.5% |
| All | +1.1% | +431.1% | -430.0% | -33.5% |
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