+35.3%
SLB vs SPXU
-100.0%
+135.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.3% |
| 7D | -7.1% | +7.6% | -14.7% | -4.0% |
| 30D | +4.1% | +17.5% | -13.4% | +11.6% |
| 3M | -2.6% | +14.7% | -17.3% | +3.7% |
| 6M | -8.6% | -0.1% | -8.5% | -7.1% |
| YTD | +32.2% | -19.8% | +52.0% | +24.7% |
| 1Y | +40.7% | -23.7% | +64.4% | +30.4% |
| 3Y | -4.5% | -79.5% | +75.0% | -42.0% |
| 5Y | +66.4% | -81.9% | +148.3% | +12.8% |
| 10Y | -15.1% | -99.5% | +84.4% | -80.7% |
| All | +35.3% | -100.0% | +135.3% | -92.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling