+818.8%
SLB vs SO
+6,268.1%
-5,449.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.6% | +1.0% |
| 7D | -7.1% | -1.5% | -5.6% | -6.6% |
| 30D | +4.1% | +8.1% | -4.0% | +0.9% |
| 3M | -2.6% | +0.2% | -2.9% | -3.0% |
| 6M | -8.6% | +0.4% | -8.9% | -9.1% |
| YTD | +32.2% | +8.5% | +23.7% | +27.3% |
| 1Y | +40.7% | +4.9% | +35.7% | +37.0% |
| 3Y | -4.5% | +47.9% | -52.4% | -19.9% |
| 5Y | +66.4% | +75.7% | -9.3% | +28.6% |
| 10Y | -15.1% | +178.0% | -193.1% | -46.1% |
| All | +818.8% | +6,268.1% | -5,449.3% | +126.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling