+299.6%
SLB vs SNY
+242.6%
+57.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | -1.9% | -3.6% | +1.8% | -0.2% |
| 30D | +7.8% | -1.4% | +9.2% | +8.4% |
| 3M | +2.7% | -4.2% | +6.9% | +4.2% |
| 6M | +22.2% | +2.0% | +20.2% | +20.3% |
| YTD | +51.1% | -6.7% | +57.8% | +54.6% |
| 1Y | +63.3% | -4.7% | +68.0% | +65.0% |
| 3Y | +2.4% | -8.1% | +10.5% | +0.7% |
| 5Y | +139.3% | +8.2% | +131.1% | +110.9% |
| 10Y | -2.6% | +64.8% | -67.4% | -32.0% |
| All | +299.6% | +242.6% | +57.0% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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