-4.5%
SLB vs XHB
+36.1%
-40.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.2% |
| 7D | -7.1% | +1.3% | -8.4% | -7.8% |
| 30D | +4.1% | +7.8% | -3.7% | +0.4% |
| 3M | -2.6% | -5.5% | +2.8% | -0.7% |
| 6M | -8.6% | -2.6% | -6.0% | -8.6% |
| YTD | +32.2% | +0.4% | +31.9% | +29.5% |
| 1Y | +40.7% | -1.0% | +41.6% | +38.5% |
| 3Y | -4.5% | +37.3% | -41.8% | -18.6% |
| All | -4.5% | +36.1% | -40.6% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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