-10.4%
SLB vs SO
-1.4%
-9.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -4.0% | -3.7% |
| 7D | -7.7% | +0.4% | -8.1% | -7.8% |
| 30D | -0.7% | +9.2% | -10.0% | -1.9% |
| 3M | 0.0% | +1.1% | -1.1% | +0.6% |
| 6M | -10.4% | -1.1% | -9.4% | -8.0% |
| All | -10.4% | -1.4% | -9.0% | -8.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling