-10.4%
SLB vs SN
+85.6%
-96.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.8% | -3.7% |
| 7D | -7.7% | +3.8% | -11.6% | -7.6% |
| 30D | -0.7% | +17.5% | -18.3% | -0.6% |
| 3M | 0.0% | +19.2% | -19.3% | +1.0% |
| 6M | -10.4% | +84.9% | -95.4% | -10.3% |
| All | -10.4% | +85.6% | -96.0% | -10.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling