-13.1%
SLB vs XLB
+163.6%
-176.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.7% |
| 7D | +3.5% | +0.5% | +3.0% | +2.8% |
| 30D | +6.5% | +5.2% | +1.4% | +0.2% |
| 3M | -0.2% | +0.3% | -0.5% | -0.9% |
| 6M | -5.7% | +1.2% | -6.9% | -8.0% |
| YTD | +36.8% | +16.6% | +20.2% | +13.3% |
| 1Y | +45.8% | +21.4% | +24.3% | +15.2% |
| 3Y | +3.4% | +43.2% | -39.9% | -32.7% |
| 5Y | +76.1% | +28.0% | +48.1% | +28.8% |
| All | -13.1% | +163.6% | -176.6% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 10y: compounded portfolio wealth divided by compounded XLB 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…
10y analysis · Full analysis span regression · 6 months rolling