-4.5%
SLB vs SRE
+18.5%
-23.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.6% | +1.2% |
| 7D | -7.1% | -9.2% | +2.1% | -4.4% |
| 30D | +4.1% | -1.9% | +6.0% | +4.7% |
| 3M | -2.6% | -6.5% | +3.9% | -1.0% |
| 6M | -8.6% | -15.2% | +6.7% | -3.9% |
| YTD | +32.2% | -9.5% | +41.7% | +35.5% |
| 1Y | +40.7% | -13.2% | +53.9% | +46.2% |
| 3Y | -4.5% | +19.5% | -24.0% | -12.1% |
| All | -4.5% | +18.5% | -23.0% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 3y: compounded portfolio wealth divided by compounded SRE 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…
3y analysis · Full analysis span regression · 6 months rolling