+130.8%
SLB vs SRE
+47.8%
+83.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | +0.8% | -0.3% | +1.2% | +0.8% |
| 30D | +15.8% | -0.7% | +16.6% | +15.7% |
| 3M | -0.3% | -6.3% | +6.0% | +2.1% |
| 6M | +21.3% | -10.7% | +32.0% | +26.9% |
| YTD | +52.3% | -3.5% | +55.8% | +53.3% |
| 1Y | +63.6% | +5.3% | +58.3% | +57.7% |
| 3Y | +3.8% | +31.8% | -28.0% | -15.3% |
| All | +130.8% | +47.8% | +83.0% | +76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling