+139.2%
SLB vs SPXU
-86.0%
+225.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.2% |
| 7D | +0.4% | -1.5% | +1.9% | 0.0% |
| 30D | +13.6% | +3.7% | +9.9% | +14.8% |
| 3M | +1.5% | -9.6% | +11.1% | -0.9% |
| 6M | +23.0% | -32.4% | +55.4% | +11.8% |
| YTD | +51.2% | -28.7% | +79.9% | +40.2% |
| 1Y | +63.5% | -38.2% | +101.7% | +46.4% |
| 3Y | +2.5% | -80.4% | +83.0% | -26.5% |
| 5Y | +139.2% | -86.0% | +225.2% | +74.3% |
| All | +139.2% | -86.0% | +225.2% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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