+813.6%
SLB vs SO
+6,337.0%
-5,523.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -4.0% | -3.8% |
| 7D | -7.7% | +0.4% | -8.1% | -7.9% |
| 30D | -0.7% | +9.2% | -10.0% | -4.1% |
| 3M | 0.0% | +1.1% | -1.1% | -0.7% |
| 6M | -10.4% | -1.1% | -9.4% | -10.4% |
| YTD | +31.5% | +9.7% | +21.8% | +26.1% |
| 1Y | +39.1% | +5.5% | +33.7% | +35.2% |
| 3Y | -5.7% | +47.0% | -52.8% | -20.7% |
| 5Y | +65.4% | +77.6% | -12.2% | +27.4% |
| 10Y | -15.6% | +181.0% | -196.6% | -46.6% |
| All | +813.6% | +6,337.0% | -5,523.4% | +124.0% |
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 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