+62.5%
SLB vs SO
+75.0%
-12.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.6% | +0.8% |
| 7D | -7.1% | -1.5% | -5.6% | -6.9% |
| 30D | +4.1% | +8.1% | -4.0% | +2.4% |
| 3M | -2.6% | +0.2% | -2.9% | -2.8% |
| 6M | -8.6% | +0.4% | -8.9% | -8.8% |
| YTD | +32.2% | +8.5% | +23.7% | +29.6% |
| 1Y | +40.7% | +4.9% | +35.7% | +38.7% |
| 3Y | -4.5% | +47.9% | -52.4% | -14.9% |
| All | +62.5% | +75.0% | -12.5% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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