+3.2%
SLB vs VST
+372.0%
-368.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | -0.2% |
| 7D | +0.8% | +8.9% | -8.1% | -0.1% |
| 30D | +15.8% | +6.2% | +9.6% | +15.0% |
| 3M | -0.3% | -2.7% | +2.4% | -0.4% |
| 6M | +21.3% | -8.4% | +29.7% | +21.8% |
| YTD | +52.3% | -7.2% | +59.5% | +52.1% |
| 1Y | +63.6% | -20.9% | +84.5% | +65.7% |
| All | +3.2% | +372.0% | -368.8% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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