-3.1%
SLB vs XLB
+161.2%
-164.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.6% |
| 7D | +0.8% | -1.4% | +2.2% | +2.4% |
| 30D | +15.8% | -0.4% | +16.2% | +16.2% |
| 3M | -0.3% | +2.0% | -2.3% | -3.2% |
| 6M | +21.3% | +1.8% | +19.5% | +17.6% |
| YTD | +52.3% | +16.6% | +35.7% | +26.6% |
| 1Y | +63.6% | +16.9% | +46.7% | +35.0% |
| 3Y | +3.8% | +32.6% | -28.8% | -26.0% |
| 5Y | +128.6% | +35.6% | +93.0% | +56.3% |
| All | -3.1% | +161.2% | -164.3% | -65.8% |
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