-16.6%
SLB vs XLB
+173.6%
-190.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | -1.2% |
| 7D | -3.7% | -1.4% | -2.3% | -2.3% |
| 30D | +2.9% | +7.1% | -4.2% | -5.1% |
| 3M | +0.2% | +0.6% | -0.4% | -0.8% |
| 6M | -4.4% | +3.5% | -7.9% | -9.0% |
| YTD | +33.4% | +18.2% | +15.2% | +8.8% |
| 1Y | +40.8% | +25.6% | +15.2% | +7.0% |
| 3Y | +3.2% | +46.7% | -43.5% | -34.6% |
| 5Y | +64.8% | +30.9% | +33.9% | +17.4% |
| 10Y | -16.6% | +167.7% | -184.3% | -71.8% |
| All | -16.6% | +173.6% | -190.1% | -71.8% |
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