+6.9%
SLB vs SN
+490.7%
-483.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | +0.8% | -9.3% | +10.2% | +2.5% |
| 30D | +15.8% | -4.8% | +20.6% | +16.7% |
| 3M | -0.3% | +40.4% | -40.8% | -6.2% |
| 6M | +21.3% | +50.9% | -29.6% | +12.3% |
| YTD | +52.3% | +54.9% | -2.6% | +40.0% |
| 1Y | +63.6% | +43.0% | +20.6% | +51.9% |
| 3Y | +3.8% | +391.8% | -388.1% | -13.8% |
| All | +6.9% | +490.7% | -483.8% | -11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling