-3.9%
SLB vs SN
+671.3%
-675.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | +1.1% |
| 7D | +3.5% | +1.5% | +2.0% | +3.3% |
| 30D | +6.5% | +21.5% | -15.0% | +3.2% |
| 3M | -0.2% | +20.0% | -20.3% | -3.3% |
| 6M | -5.7% | +119.9% | -125.6% | -17.9% |
| YTD | +36.8% | +102.3% | -65.5% | +20.3% |
| 1Y | +45.8% | +148.0% | -102.2% | +23.9% |
| 3Y | +3.4% | +450.0% | -446.6% | -17.9% |
| All | -3.9% | +671.3% | -675.2% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling