+849.0%
SLB vs USB
+8,296.0%
-7,447.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.8% |
| 7D | -4.1% | +2.4% | -6.5% | -5.0% |
| 30D | +2.5% | +6.6% | -4.0% | -0.1% |
| 3M | +2.0% | -4.1% | +6.1% | +3.5% |
| 6M | -6.3% | +12.5% | -18.8% | -11.0% |
| YTD | +36.5% | +17.6% | +18.9% | +27.3% |
| 1Y | +46.2% | +36.5% | +9.7% | +28.5% |
| 3Y | -2.1% | +95.4% | -97.5% | -25.9% |
| 5Y | +73.7% | +26.1% | +47.6% | +52.6% |
| 10Y | -12.3% | +101.3% | -113.6% | -32.8% |
| All | +849.0% | +8,296.0% | -7,447.0% | +367.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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