+43.4%
SLB vs XHB
+173.9%
-130.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.4% |
| 7D | +0.8% | -1.3% | +2.1% | +1.5% |
| 30D | +15.8% | -6.9% | +22.7% | +20.2% |
| 3M | -0.3% | -1.3% | +0.9% | -0.6% |
| 6M | +21.3% | -6.8% | +28.1% | +24.3% |
| YTD | +52.3% | +0.7% | +51.6% | +49.2% |
| 1Y | +63.6% | -11.2% | +74.9% | +71.4% |
| 3Y | +3.8% | +25.3% | -21.6% | -12.8% |
| 5Y | +128.6% | +37.3% | +91.3% | +75.2% |
| 10Y | -3.1% | +211.5% | -214.6% | -53.5% |
| All | +43.4% | +173.9% | -130.5% | -43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling